+148.5%
VLO vs ES
+17.8%
+130.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.3% |
| 7D | +5.8% | +1.4% | +4.4% | +5.8% |
| 30D | +28.3% | -1.2% | +29.5% | +28.3% |
| 3M | +48.7% | +5.0% | +43.7% | +48.7% |
| 6M | +71.9% | -2.8% | +74.7% | +72.2% |
| YTD | +138.7% | +8.6% | +130.1% | +136.2% |
| 1Y | +148.5% | +18.9% | +129.5% | +157.7% |
| All | +148.5% | +17.8% | +130.7% | +157.7% |
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