+29,096.4%
VLO vs EME
+61,143.5%
-32,047.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | +5.2% | +1.9% | +3.3% | +4.5% |
| 30D | +22.6% | -8.3% | +30.9% | +26.3% |
| 3M | +43.8% | -10.7% | +54.5% | +47.5% |
| 6M | +65.7% | +1.9% | +63.8% | +59.6% |
| YTD | +131.1% | +23.5% | +107.6% | +105.5% |
| 1Y | +143.6% | +18.0% | +125.7% | +116.9% |
| 3Y | +201.4% | +236.1% | -34.7% | +68.1% |
| 5Y | +568.9% | +527.9% | +41.0% | +183.9% |
| 10Y | +891.8% | +1,252.8% | -361.0% | +216.3% |
| All | +29,096.4% | +61,143.5% | -32,047.1% | +5,800.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling