+99.9%
VLO vs EW
+26.0%
+73.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.9% |
| 7D | -9.5% | +9.3% | -18.8% | -7.2% |
| 30D | -19.1% | +22.1% | -41.2% | -14.9% |
| 3M | +11.4% | +13.0% | -1.7% | +15.7% |
| 6M | +46.7% | +30.1% | +16.7% | +57.7% |
| YTD | +118.6% | +22.0% | +96.6% | +131.1% |
| 1Y | +99.9% | +23.7% | +76.2% | +111.9% |
| All | +99.9% | +26.0% | +73.9% | +111.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling