+47.8%
VLO vs EWT
+3.9%
+43.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.1% | +3.6% |
| 7D | -0.4% | +3.2% | -3.6% | -0.7% |
| 30D | -16.6% | -12.3% | -4.3% | -17.9% |
| 3M | +12.3% | -3.6% | +15.9% | +11.4% |
| 6M | +47.8% | +3.1% | +44.7% | +47.5% |
| All | +47.8% | +3.9% | +43.9% | +47.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling