+790.3%
VLO vs ESI
+318.1%
+472.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +9.6% | +5.5% | +4.1% | +7.4% |
| 30D | -17.4% | -7.8% | -9.6% | -15.3% |
| 3M | +10.8% | -15.0% | +25.8% | +16.4% |
| 6M | +56.9% | -24.9% | +81.8% | +69.9% |
| YTD | +136.8% | +33.2% | +103.6% | +93.7% |
| 1Y | +120.7% | +24.9% | +95.7% | +85.2% |
| 3Y | +231.9% | +77.8% | +154.2% | +125.6% |
| 5Y | +479.0% | +37.1% | +441.9% | +331.0% |
| All | +790.3% | +318.1% | +472.3% | +259.7% |
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