+35,889.1%
VLO vs ETR
+4,412.2%
+31,476.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +5.2% | +1.4% | +3.8% | +4.6% |
| 30D | +22.6% | +1.0% | +21.6% | +22.0% |
| 3M | +43.8% | -1.3% | +45.0% | +44.0% |
| 6M | +65.7% | +1.9% | +63.9% | +63.1% |
| YTD | +131.1% | +18.2% | +112.9% | +113.2% |
| 1Y | +143.6% | +24.7% | +119.0% | +119.2% |
| 3Y | +201.4% | +150.7% | +50.7% | +96.2% |
| 5Y | +568.9% | +127.0% | +441.9% | +346.0% |
| 10Y | +891.8% | +295.5% | +596.3% | +421.6% |
| All | +35,889.1% | +4,412.2% | +31,476.9% | +11,633.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling