+120.6%
VLO vs EWT
+54.0%
+66.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.5% | -5.9% |
| 7D | -6.0% | -10.9% | +4.9% | -7.1% |
| 30D | -12.9% | -17.7% | +4.9% | -14.6% |
| 3M | +18.3% | -5.0% | +23.4% | +17.8% |
| 6M | +46.4% | +7.4% | +39.1% | +49.4% |
| YTD | +127.7% | +52.8% | +74.9% | +122.8% |
| 1Y | +120.6% | +55.2% | +65.4% | +114.9% |
| All | +120.6% | +54.0% | +66.6% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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