+9,634.2%
VLO vs EW
+8,139.5%
+1,494.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.4% |
| 7D | -6.5% | +12.3% | -18.8% | -9.0% |
| 30D | -17.8% | +22.9% | -40.6% | -21.7% |
| 3M | +19.6% | +16.7% | +2.9% | +15.0% |
| 6M | +49.3% | +31.0% | +18.3% | +39.4% |
| YTD | +122.4% | +22.8% | +99.6% | +109.6% |
| 1Y | +107.4% | +25.6% | +81.9% | +94.4% |
| 3Y | +223.1% | +62.0% | +161.1% | +171.7% |
| 5Y | +432.2% | -12.8% | +445.0% | +409.7% |
| 10Y | +743.6% | +239.8% | +503.9% | +464.4% |
| All | +9,634.2% | +8,139.5% | +1,494.7% | +3,786.2% |
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