+1,089.3%
VLO vs EOSE
-57.1%
+1,146.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.8% | -7.6% | +3.0% |
| 7D | +5.8% | +41.4% | -35.7% | +4.8% |
| 30D | +28.3% | +3.6% | +24.7% | +28.1% |
| 3M | +48.7% | -35.7% | +84.5% | +49.9% |
| 6M | +71.9% | -29.9% | +101.8% | +71.9% |
| YTD | +138.7% | -62.5% | +201.1% | +141.7% |
| 1Y | +148.5% | -37.4% | +185.9% | +145.6% |
| 3Y | +192.7% | +55.8% | +136.9% | +167.3% |
| 5Y | +601.6% | -67.8% | +669.4% | +543.1% |
| All | +1,089.3% | -57.1% | +1,146.4% | +1,146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling