+195.5%
VLO vs EW
+16.7%
+178.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.2% | -0.3% | +5.6% | +5.2% |
| 30D | +22.6% | +1.0% | +21.6% | +22.7% |
| 3M | +43.8% | +2.8% | +41.0% | +44.2% |
| 6M | +65.7% | +5.5% | +60.3% | +66.9% |
| YTD | +131.1% | +5.5% | +125.6% | +132.7% |
| 1Y | +143.6% | +11.0% | +132.6% | +146.0% |
| All | +195.5% | +16.7% | +178.8% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling