+35,889.1%
VLO vs ES
+1,243.3%
+34,645.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | +22.6% | -2.0% | +24.6% | +23.4% |
| 3M | +43.8% | +1.7% | +42.1% | +42.4% |
| 6M | +65.7% | -3.5% | +69.3% | +66.7% |
| YTD | +131.1% | +7.9% | +123.2% | +122.2% |
| 1Y | +143.6% | +17.2% | +126.5% | +125.5% |
| 3Y | +201.4% | +29.3% | +172.1% | +162.9% |
| 5Y | +568.9% | -5.7% | +574.6% | +548.8% |
| 10Y | +891.8% | +85.2% | +806.6% | +608.0% |
| All | +35,889.1% | +1,243.3% | +34,645.8% | +14,777.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling