+717.1%
VLO vs ESI
+306.3%
+410.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -9.5% | -6.6% | -2.9% | -7.2% |
| 30D | -19.1% | -9.8% | -9.3% | -16.3% |
| 3M | +11.4% | -11.9% | +23.3% | +15.5% |
| 6M | +46.7% | -25.1% | +71.8% | +59.0% |
| YTD | +118.6% | +31.9% | +86.7% | +79.6% |
| 1Y | +99.9% | +19.2% | +80.7% | +71.3% |
| 3Y | +210.5% | +76.2% | +134.3% | +111.8% |
| 5Y | +432.7% | +39.4% | +393.3% | +292.6% |
| 10Y | +717.1% | +304.9% | +412.2% | +234.2% |
| All | +717.1% | +306.3% | +410.8% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling