+1,112.8%
VLO vs EOSE
-60.6%
+1,173.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | +5.3% | +1.8% | +3.5% | +5.3% |
| 30D | +18.2% | -6.8% | +25.1% | +18.3% |
| 3M | +53.3% | -36.3% | +89.6% | +54.5% |
| 6M | +70.4% | -38.8% | +109.2% | +71.0% |
| YTD | +143.4% | -65.5% | +208.9% | +147.0% |
| 1Y | +153.0% | -45.3% | +198.3% | +151.1% |
| 3Y | +195.0% | +44.2% | +150.8% | +169.9% |
| 5Y | +618.8% | -69.5% | +688.3% | +559.3% |
| All | +1,112.8% | -60.6% | +1,173.4% | +1,174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling