+911.8%
VLO vs EME
+1,301.6%
-389.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +4.0% | +0.9% | +3.0% | +3.5% |
| 30D | +19.0% | -8.4% | +27.4% | +23.4% |
| 3M | +50.0% | -3.6% | +53.6% | +49.4% |
| 6M | +79.1% | +3.6% | +75.6% | +69.1% |
| YTD | +140.3% | +22.5% | +117.8% | +106.4% |
| 1Y | +148.3% | +18.2% | +130.1% | +111.6% |
| 3Y | +194.6% | +238.4% | -43.7% | +21.3% |
| 5Y | +609.6% | +550.5% | +59.1% | +77.5% |
| All | +911.8% | +1,301.6% | -389.8% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling