+609.6%
VLO vs EOSE
-70.2%
+679.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.8% |
| 7D | +4.0% | +14.0% | -10.0% | +3.6% |
| 30D | +19.0% | -5.9% | +24.9% | +19.0% |
| 3M | +50.0% | -34.3% | +84.2% | +50.9% |
| 6M | +79.1% | -37.8% | +116.9% | +79.6% |
| YTD | +140.3% | -65.2% | +205.5% | +143.4% |
| 1Y | +148.3% | -41.9% | +190.3% | +146.0% |
| 3Y | +194.6% | +44.6% | +150.1% | +170.7% |
| 5Y | +609.6% | -69.2% | +678.8% | +598.1% |
| All | +609.6% | -70.2% | +679.8% | +598.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling