+471.6%
VLO vs ES
+6.0%
+465.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.9% |
| 7D | +6.8% | -1.1% | +7.8% | +7.0% |
| 30D | -17.9% | +8.2% | -26.1% | -19.1% |
| 3M | +13.5% | +0.6% | +12.9% | +13.3% |
| 6M | +53.0% | +6.0% | +47.1% | +50.8% |
| YTD | +133.7% | +9.3% | +124.4% | +127.8% |
| 1Y | +115.7% | +1.1% | +114.5% | +113.5% |
| 3Y | +231.9% | +51.9% | +180.0% | +195.5% |
| 5Y | +471.6% | +6.5% | +465.1% | +432.5% |
| All | +471.6% | +6.0% | +465.6% | +432.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling