+790.3%
VLO vs EW
+254.3%
+536.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +9.6% | +4.9% | +4.7% | +8.5% |
| 30D | -17.4% | +23.9% | -41.3% | -21.4% |
| 3M | +10.8% | +15.8% | -5.0% | +6.9% |
| 6M | +56.9% | +31.7% | +25.3% | +46.7% |
| YTD | +136.8% | +25.7% | +111.1% | +122.5% |
| 1Y | +120.7% | +24.4% | +96.2% | +107.7% |
| 3Y | +231.9% | +65.9% | +166.1% | +170.4% |
| 5Y | +479.0% | -7.6% | +486.6% | +457.8% |
| All | +790.3% | +254.3% | +536.0% | +452.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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