+10,029.5%
VLO vs EWT
+594.1%
+9,435.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -1.0% |
| 7D | +5.2% | +4.0% | +1.2% | +3.1% |
| 30D | +22.6% | +10.3% | +12.3% | +16.4% |
| 3M | +43.8% | +6.1% | +37.7% | +37.1% |
| 6M | +65.7% | +56.6% | +9.1% | +26.1% |
| YTD | +131.1% | +76.6% | +54.5% | +64.2% |
| 1Y | +143.6% | +97.9% | +45.8% | +62.3% |
| 3Y | +201.4% | +198.0% | +3.4% | +56.6% |
| 5Y | +568.9% | +151.8% | +417.1% | +278.8% |
| 10Y | +891.8% | +514.1% | +377.7% | +256.8% |
| All | +10,029.5% | +594.1% | +9,435.4% | +2,451.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling