+192.7%
VLO vs EWT
+199.6%
-7.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +3.4% |
| 7D | +5.8% | +1.6% | +4.1% | +5.5% |
| 30D | +28.3% | +8.2% | +20.1% | +26.7% |
| 3M | +48.7% | +11.1% | +37.7% | +45.3% |
| 6M | +71.9% | +60.4% | +11.5% | +51.4% |
| YTD | +138.7% | +75.6% | +63.1% | +102.7% |
| 1Y | +148.5% | +91.3% | +57.1% | +104.3% |
| 3Y | +192.7% | +200.3% | -7.6% | +97.9% |
| All | +192.7% | +199.6% | -7.0% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling