+668.0%
BE vs VLO
+386.0%
+282.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.5% |
| 7D | +10.8% | +9.6% | +1.2% | +6.7% |
| 30D | -19.8% | -17.4% | -2.4% | -13.1% |
| 3M | -18.7% | +10.8% | -29.5% | -22.9% |
| 6M | -33.7% | +56.9% | -90.7% | -47.0% |
| YTD | +121.0% | +136.8% | -15.8% | +44.9% |
| 1Y | +85.4% | +120.7% | -35.3% | +25.6% |
| 3Y | +1,709.5% | +231.9% | +1,477.6% | +865.9% |
| 5Y | +462.2% | +479.0% | -16.8% | +109.6% |
| All | +668.0% | +386.0% | +282.0% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 10y: compounded portfolio wealth divided by compounded VLO 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…
10y analysis · Full analysis span regression · 6 months rolling