+900.2%
VLO vs EW
+124.3%
+775.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.5% | +6.8% | +4.1% |
| 7D | +5.8% | -4.4% | +10.2% | +6.8% |
| 30D | +28.3% | -3.3% | +31.7% | +29.3% |
| 3M | +48.7% | +1.0% | +47.7% | +48.1% |
| 6M | +71.9% | +6.2% | +65.7% | +68.4% |
| YTD | +138.7% | +1.7% | +136.9% | +135.8% |
| 1Y | +148.5% | +8.1% | +140.3% | +141.4% |
| 3Y | +192.7% | +17.1% | +175.6% | +163.4% |
| 5Y | +601.6% | -29.4% | +631.0% | +625.0% |
| 10Y | +900.2% | +121.7% | +778.4% | +600.4% |
| All | +900.2% | +124.3% | +775.9% | +600.4% |
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