+430.2%
VLO vs EWT
+115.1%
+315.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -9.5% | -3.7% | -5.9% | -8.7% |
| 30D | -19.1% | -17.2% | -2.0% | -15.2% |
| 3M | +11.4% | -7.3% | +18.7% | +12.8% |
| 6M | +46.7% | -1.5% | +48.2% | +43.8% |
| YTD | +118.6% | +49.0% | +69.6% | +78.3% |
| 1Y | +99.9% | +50.6% | +49.3% | +62.2% |
| 3Y | +210.5% | +148.9% | +61.6% | +86.3% |
| All | +430.2% | +115.1% | +315.1% | +238.2% |
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