+35,889.1%
VLO vs EMR
+4,039.8%
+31,849.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.9% |
| 7D | +5.2% | -1.5% | +6.7% | +6.0% |
| 30D | +22.6% | -5.6% | +28.2% | +26.3% |
| 3M | +43.8% | +7.9% | +35.8% | +36.1% |
| 6M | +65.7% | +6.0% | +59.7% | +54.5% |
| YTD | +131.1% | +16.4% | +114.7% | +103.2% |
| 1Y | +143.6% | +16.6% | +127.0% | +112.3% |
| 3Y | +201.4% | +62.9% | +138.5% | +112.4% |
| 5Y | +568.9% | +60.1% | +508.8% | +370.0% |
| 10Y | +891.8% | +268.8% | +623.1% | +355.8% |
| All | +35,889.1% | +4,039.8% | +31,849.3% | +8,174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling