+911.8%
VLO vs EWT
+512.3%
+399.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.6% |
| 7D | +4.0% | -1.1% | +5.1% | +4.6% |
| 30D | +19.0% | +4.8% | +14.2% | +15.6% |
| 3M | +50.0% | +11.1% | +38.8% | +38.2% |
| 6M | +79.1% | +54.6% | +24.5% | +29.0% |
| YTD | +140.3% | +71.4% | +68.8% | +59.5% |
| 1Y | +148.3% | +82.1% | +66.2% | +57.1% |
| 3Y | +194.6% | +193.2% | +1.4% | +21.5% |
| 5Y | +609.6% | +146.1% | +463.5% | +237.3% |
| All | +911.8% | +512.3% | +399.4% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling