+120.6%
VLO vs ETR
+18.4%
+102.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.7% | -8.5% | -5.5% |
| 7D | -6.0% | +3.7% | -9.7% | -5.7% |
| 30D | -12.9% | +11.0% | -23.9% | -12.4% |
| 3M | +18.3% | +3.4% | +14.9% | +18.5% |
| 6M | +46.4% | -3.3% | +49.7% | +46.7% |
| YTD | +127.7% | +23.3% | +104.5% | +133.5% |
| 1Y | +120.6% | +19.2% | +101.4% | +126.4% |
| All | +120.6% | +18.4% | +102.2% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling