+614.6%
VLO vs EWT
+152.9%
+461.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +6.2% | +2.1% | +4.1% | +5.6% |
| 30D | +23.5% | +9.4% | +14.1% | +20.2% |
| 3M | +53.9% | +10.9% | +43.0% | +47.8% |
| 6M | +81.7% | +57.9% | +23.7% | +50.1% |
| YTD | +142.5% | +75.9% | +66.5% | +89.7% |
| 1Y | +145.4% | +89.7% | +55.7% | +84.9% |
| 3Y | +197.3% | +200.9% | -3.6% | +68.6% |
| 5Y | +614.6% | +154.5% | +460.1% | +352.4% |
| All | +614.6% | +152.9% | +461.7% | +352.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling