+1,180.8%
VLO vs ET
+1,310.3%
-129.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +9.6% | +2.5% | +7.1% | +8.4% |
| 30D | -17.4% | -2.5% | -14.9% | -16.4% |
| 3M | +10.8% | -4.9% | +15.6% | +13.3% |
| 6M | +56.9% | -0.1% | +57.0% | +57.2% |
| YTD | +136.8% | +26.2% | +110.6% | +114.1% |
| 1Y | +120.7% | +25.2% | +95.5% | +100.2% |
| 3Y | +231.9% | +84.2% | +147.7% | +153.1% |
| 5Y | +479.0% | +216.1% | +262.9% | +252.1% |
| 10Y | +792.2% | +160.7% | +631.5% | +440.3% |
| All | +1,180.8% | +1,310.3% | -129.5% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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