+420.0%
VLO vs ES
+1.4%
+418.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.9% |
| 7D | -13.3% | +1.9% | -15.2% | -13.7% |
| 30D | -18.3% | +7.1% | -25.4% | -19.4% |
| 3M | +14.3% | -1.9% | +16.3% | +14.6% |
| 6M | +47.6% | +4.4% | +43.3% | +45.8% |
| YTD | +116.0% | +7.3% | +108.7% | +111.1% |
| 1Y | +101.0% | +2.1% | +98.9% | +98.3% |
| 3Y | +199.0% | +41.8% | +157.2% | +170.3% |
| All | +420.0% | +1.4% | +418.5% | +386.6% |
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