+10,015.4%
VLO vs EW
+6,974.1%
+3,041.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.2% | -0.3% | +5.6% | +5.3% |
| 30D | +22.6% | +1.0% | +21.6% | +22.3% |
| 3M | +43.8% | +2.8% | +41.0% | +42.6% |
| 6M | +65.7% | +5.5% | +60.3% | +62.7% |
| YTD | +131.1% | +5.5% | +125.6% | +126.4% |
| 1Y | +143.6% | +11.0% | +132.6% | +135.3% |
| 3Y | +201.4% | +17.7% | +183.7% | +174.5% |
| 5Y | +568.9% | -25.7% | +594.6% | +565.7% |
| 10Y | +891.8% | +132.8% | +759.0% | +622.5% |
| All | +10,015.4% | +6,974.1% | +3,041.3% | +4,097.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling