+145.4%
VLO vs EMR
+15.1%
+130.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.5% |
| 7D | +6.2% | +0.9% | +5.3% | +6.3% |
| 30D | +23.5% | -5.0% | +28.4% | +22.9% |
| 3M | +53.9% | +5.9% | +47.9% | +55.2% |
| 6M | +81.7% | +7.3% | +74.3% | +85.8% |
| YTD | +142.5% | +14.6% | +127.9% | +143.0% |
| 1Y | +145.4% | +15.6% | +129.8% | +144.3% |
| All | +145.4% | +15.1% | +130.3% | +144.3% |
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