+473.2%
VLO vs ESTC
-52.1%
+525.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +9.6% | +2.4% | +7.2% | +9.4% |
| 30D | -17.4% | -4.2% | -13.1% | -17.2% |
| 3M | +10.8% | +2.5% | +8.3% | +10.2% |
| 6M | +56.9% | +81.5% | -24.5% | +49.2% |
| YTD | +136.8% | +16.8% | +119.9% | +131.4% |
| 1Y | +120.7% | -3.5% | +124.1% | +118.6% |
| 3Y | +231.9% | +17.7% | +214.2% | +217.7% |
| All | +473.2% | -52.1% | +525.3% | +394.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling