+579.4%
VLO vs EMR
+63.5%
+515.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.7% |
| 7D | +5.2% | -1.5% | +6.7% | +5.8% |
| 30D | +22.6% | -5.6% | +28.2% | +25.3% |
| 3M | +43.8% | +7.9% | +35.8% | +38.0% |
| 6M | +65.7% | +6.0% | +59.7% | +58.0% |
| YTD | +131.1% | +16.4% | +114.7% | +107.9% |
| 1Y | +143.6% | +16.6% | +127.0% | +117.2% |
| 3Y | +201.4% | +62.9% | +138.5% | +116.6% |
| All | +579.4% | +63.5% | +515.9% | +368.1% |
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 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