+432.2%
VLO vs EMR
+91.0%
+341.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | +1.3% |
| 7D | -6.5% | +2.1% | -8.6% | -7.3% |
| 30D | -17.8% | +4.8% | -22.5% | -19.5% |
| 3M | +19.6% | +7.5% | +12.1% | +15.6% |
| 6M | +49.3% | +20.9% | +28.4% | +35.9% |
| YTD | +122.4% | +29.2% | +93.2% | +90.8% |
| 1Y | +107.4% | +33.0% | +74.5% | +74.6% |
| 3Y | +223.1% | +109.8% | +113.3% | +100.1% |
| 5Y | +432.2% | +91.9% | +340.3% | +243.4% |
| All | +432.2% | +91.0% | +341.3% | +243.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling