+189.2%
VLO vs ETR
+151.3%
+38.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.1% |
| 7D | +5.8% | +1.4% | +4.4% | +5.6% |
| 30D | +28.3% | +1.9% | +26.5% | +28.0% |
| 3M | +48.7% | +1.0% | +47.8% | +48.4% |
| 6M | +71.9% | +4.8% | +67.1% | +70.2% |
| YTD | +138.7% | +19.5% | +119.1% | +131.0% |
| 1Y | +148.5% | +28.1% | +120.3% | +137.3% |
| All | +189.2% | +151.3% | +38.0% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling