+120.6%
VLO vs EME
-3.1%
+123.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -9.6% | +3.9% | -5.4% |
| 7D | -6.0% | -5.8% | -0.2% | -5.7% |
| 30D | -12.9% | -17.9% | +5.0% | -12.8% |
| 3M | +18.3% | -22.0% | +40.3% | +18.3% |
| 6M | +46.4% | -29.7% | +76.1% | +43.3% |
| YTD | +127.7% | +4.7% | +123.0% | +121.7% |
| 1Y | +120.6% | -2.1% | +122.7% | +118.8% |
| All | +120.6% | -3.1% | +123.7% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling