+7,823.7%
VLO vs ELV
+2,444.2%
+5,379.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | +5.2% | +3.3% | +1.9% | +3.9% |
| 30D | +22.6% | +4.2% | +18.4% | +20.6% |
| 3M | +43.8% | -0.1% | +43.8% | +42.9% |
| 6M | +65.7% | +41.3% | +24.5% | +43.3% |
| YTD | +131.1% | +17.4% | +113.7% | +112.2% |
| 1Y | +143.6% | +35.1% | +108.6% | +109.8% |
| 3Y | +201.4% | -3.2% | +204.6% | +185.0% |
| 5Y | +568.9% | +15.6% | +553.3% | +471.7% |
| 10Y | +891.8% | +276.8% | +615.0% | +410.2% |
| All | +7,823.7% | +2,444.2% | +5,379.5% | +2,524.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling