+717.1%
VLO vs EW
+234.0%
+483.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -9.5% | +9.3% | -18.8% | -11.3% |
| 30D | -19.1% | +22.1% | -41.2% | -22.8% |
| 3M | +11.4% | +13.0% | -1.7% | +8.0% |
| 6M | +46.7% | +30.1% | +16.7% | +37.4% |
| YTD | +118.6% | +22.0% | +96.6% | +106.8% |
| 1Y | +99.9% | +23.7% | +76.2% | +88.2% |
| 3Y | +210.5% | +62.0% | +148.5% | +154.2% |
| 5Y | +432.7% | -12.4% | +445.1% | +422.1% |
| 10Y | +717.1% | +236.1% | +481.1% | +419.5% |
| All | +717.1% | +234.0% | +483.1% | +419.5% |
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