+1,191.0%
VLO vs ET
+1,435.7%
-244.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.3% |
| 7D | +5.8% | +0.4% | +5.3% | +5.6% |
| 30D | +28.3% | +6.9% | +21.5% | +24.6% |
| 3M | +48.7% | +13.1% | +35.7% | +40.8% |
| 6M | +71.9% | +18.7% | +53.2% | +59.5% |
| YTD | +138.7% | +37.4% | +101.2% | +107.5% |
| 1Y | +148.5% | +34.8% | +113.6% | +117.8% |
| 3Y | +192.7% | +96.8% | +95.9% | +116.5% |
| 5Y | +601.6% | +238.2% | +363.4% | +312.7% |
| 10Y | +900.2% | +159.4% | +740.8% | +497.9% |
| All | +1,191.0% | +1,435.7% | -244.7% | +47.4% |
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