+754.3%
VLO vs EMR
+281.0%
+473.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | -0.4% | -2.0% | +1.5% | +0.9% |
| 30D | -16.6% | +2.8% | -19.4% | -18.6% |
| 3M | +12.3% | +2.0% | +10.3% | +9.7% |
| 6M | +47.8% | +20.7% | +27.1% | +26.0% |
| YTD | +126.7% | +27.3% | +99.4% | +78.4% |
| 1Y | +105.4% | +31.0% | +74.4% | +57.4% |
| 3Y | +222.0% | +103.6% | +118.4% | +64.0% |
| 5Y | +449.8% | +88.6% | +361.3% | +189.6% |
| 10Y | +754.3% | +280.6% | +473.7% | +173.1% |
| All | +754.3% | +281.0% | +473.3% | +173.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling