+120.6%
VLO vs EMR
+25.6%
+95.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.4% | -8.2% | -5.4% |
| 7D | -6.0% | +1.6% | -7.6% | -5.7% |
| 30D | -12.9% | +5.0% | -17.9% | -12.2% |
| 3M | +18.3% | +7.7% | +10.7% | +19.6% |
| 6M | +46.4% | +26.8% | +19.7% | +51.1% |
| YTD | +127.7% | +29.9% | +97.9% | +128.2% |
| 1Y | +120.6% | +25.7% | +94.9% | +122.7% |
| All | +120.6% | +25.6% | +95.0% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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