+33,946.6%
VLO vs EMR
+4,438.6%
+29,508.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | -9.5% | +0.7% | -10.2% | -10.0% |
| 30D | -19.1% | +3.5% | -22.7% | -21.0% |
| 3M | +11.4% | +5.9% | +5.4% | +7.0% |
| 6M | +46.7% | +19.4% | +27.3% | +30.0% |
| YTD | +118.6% | +27.7% | +91.0% | +81.5% |
| 1Y | +99.9% | +30.9% | +69.0% | +63.2% |
| 3Y | +210.5% | +104.2% | +106.3% | +91.7% |
| 5Y | +432.7% | +89.6% | +343.1% | +239.4% |
| 10Y | +717.1% | +280.0% | +437.1% | +266.1% |
| All | +33,946.6% | +4,438.6% | +29,508.0% | +7,293.0% |
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