+103.3%
VLO vs ES
-0.3%
+103.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +2.9% |
| 7D | -6.5% | -0.1% | -6.4% | -6.4% |
| 30D | -17.8% | +5.7% | -23.5% | -17.6% |
| 3M | +19.6% | -2.8% | +22.4% | +19.5% |
| 6M | +49.3% | +7.0% | +42.3% | +48.3% |
| YTD | +122.4% | +6.8% | +115.6% | +118.0% |
| All | +103.3% | -0.3% | +103.6% | +102.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling