+9,837.9%
VLO vs EWT
+519.9%
+9,318.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.1% | +0.7% |
| 7D | -0.4% | +3.2% | -3.6% | -2.5% |
| 30D | -16.6% | -12.3% | -4.3% | -11.5% |
| 3M | +12.3% | -3.6% | +15.9% | +12.9% |
| 6M | +47.8% | +3.1% | +44.7% | +40.4% |
| YTD | +126.7% | +57.7% | +69.0% | +68.7% |
| 1Y | +105.4% | +60.3% | +45.1% | +51.4% |
| 3Y | +222.0% | +163.4% | +58.6% | +76.4% |
| 5Y | +449.8% | +127.4% | +322.4% | +224.1% |
| 10Y | +754.3% | +462.7% | +291.6% | +218.5% |
| All | +9,837.9% | +519.9% | +9,318.0% | +2,520.0% |
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