+778.9%
VLO vs EWT
+448.2%
+330.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +4.7% |
| 7D | +6.8% | +13.2% | -6.5% | -0.6% |
| 30D | -17.9% | -14.3% | -3.6% | -11.3% |
| 3M | +13.5% | -8.4% | +22.0% | +17.3% |
| 6M | +53.0% | +3.7% | +49.3% | +42.3% |
| YTD | +133.7% | +53.1% | +80.7% | +62.0% |
| 1Y | +115.7% | +55.5% | +60.2% | +47.6% |
| 3Y | +231.9% | +155.6% | +76.3% | +44.8% |
| 5Y | +471.6% | +119.3% | +352.3% | +182.7% |
| All | +778.9% | +448.2% | +330.7% | +78.7% |
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