+754.3%
VLO vs ES
+92.3%
+662.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.3% |
| 7D | -0.4% | +0.1% | -0.6% | -0.5% |
| 30D | -16.6% | +6.7% | -23.3% | -18.3% |
| 3M | +12.3% | +0.3% | +11.9% | +11.9% |
| 6M | +47.8% | +7.4% | +40.4% | +43.9% |
| YTD | +126.7% | +8.4% | +118.3% | +118.8% |
| 1Y | +105.4% | +0.6% | +104.7% | +102.4% |
| 3Y | +222.0% | +50.6% | +171.4% | +172.5% |
| 5Y | +449.8% | +4.8% | +445.0% | +418.9% |
| 10Y | +754.3% | +93.1% | +661.2% | +584.2% |
| All | +754.3% | +92.3% | +662.0% | +584.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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