+641.7%
BE vs VLO
+348.7%
+293.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.6% |
| 7D | -13.4% | -9.5% | -3.8% | -9.2% |
| 30D | -33.9% | -19.1% | -14.8% | -27.8% |
| 3M | -12.0% | +11.4% | -23.3% | -16.7% |
| 6M | -29.0% | +46.7% | -75.7% | -41.5% |
| YTD | +113.4% | +118.6% | -5.2% | +44.8% |
| 1Y | +33.2% | +99.9% | -66.7% | -5.8% |
| 3Y | +1,659.2% | +210.5% | +1,448.7% | +865.3% |
| 5Y | +461.4% | +432.7% | +28.7% | +116.9% |
| All | +641.7% | +348.7% | +293.0% | +125.1% |
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