+790.3%
VLO vs ETR
+376.0%
+414.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +9.6% | +0.5% | +9.1% | +9.4% |
| 30D | -17.4% | +6.4% | -23.8% | -19.7% |
| 3M | +10.8% | +4.0% | +6.8% | +8.7% |
| 6M | +56.9% | -0.5% | +57.4% | +56.1% |
| YTD | +136.8% | +22.4% | +114.3% | +112.9% |
| 1Y | +120.7% | +19.9% | +100.8% | +100.2% |
| 3Y | +231.9% | +154.7% | +77.2% | +99.9% |
| 5Y | +479.0% | +158.1% | +320.9% | +234.7% |
| All | +790.3% | +376.0% | +414.3% | +370.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling