+911.8%
VLO vs ETR
+298.4%
+613.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | +4.0% | -1.9% | +5.9% | +4.8% |
| 30D | +19.0% | -0.2% | +19.2% | +19.0% |
| 3M | +50.0% | -3.7% | +53.7% | +52.0% |
| 6M | +79.1% | +2.1% | +77.1% | +75.9% |
| YTD | +140.3% | +16.5% | +123.8% | +121.6% |
| 1Y | +148.3% | +22.5% | +125.8% | +123.2% |
| 3Y | +194.6% | +144.7% | +50.0% | +82.6% |
| 5Y | +609.6% | +125.2% | +484.4% | +347.2% |
| All | +911.8% | +298.4% | +613.4% | +516.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling