+346.2%
VLO vs ESTC
+26.3%
+319.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.7% | +7.0% | +3.7% |
| 7D | +5.8% | -4.3% | +10.1% | +6.2% |
| 30D | +28.3% | +17.7% | +10.6% | +25.3% |
| 3M | +48.7% | +42.3% | +6.4% | +41.6% |
| 6M | +71.9% | +64.6% | +7.3% | +60.1% |
| YTD | +138.7% | +17.2% | +121.5% | +130.6% |
| 1Y | +148.5% | -4.2% | +152.7% | +145.3% |
| 3Y | +192.7% | +13.5% | +179.1% | +171.0% |
| 5Y | +601.6% | -45.5% | +647.2% | +597.3% |
| All | +346.2% | +26.3% | +319.9% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling