+193.8%
VLO vs EME
+240.3%
-46.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.9% |
| 7D | +6.2% | +2.7% | +3.5% | +5.9% |
| 30D | +23.5% | -6.8% | +30.3% | +24.4% |
| 3M | +53.9% | -8.8% | +62.7% | +54.6% |
| 6M | +81.7% | +5.0% | +76.7% | +78.1% |
| YTD | +142.5% | +23.5% | +119.0% | +130.9% |
| 1Y | +145.4% | +21.3% | +124.1% | +132.2% |
| All | +193.8% | +240.3% | -46.5% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling