+33,533.0%
VLO vs ES
+1,235.9%
+32,297.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.3% |
| 7D | -13.3% | +1.9% | -15.2% | -14.0% |
| 30D | -18.3% | +7.1% | -25.4% | -20.5% |
| 3M | +14.3% | -1.9% | +16.3% | +14.8% |
| 6M | +47.6% | +4.4% | +43.3% | +44.2% |
| YTD | +116.0% | +7.3% | +108.7% | +107.5% |
| 1Y | +101.0% | +2.1% | +98.9% | +96.1% |
| 3Y | +199.0% | +41.8% | +157.2% | +151.6% |
| 5Y | +419.0% | +1.4% | +417.6% | +388.2% |
| 10Y | +778.2% | +86.8% | +691.4% | +523.2% |
| All | +33,533.0% | +1,235.9% | +32,297.1% | +13,793.5% |
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 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