-31.7%
BE vs VLO
+47.1%
-78.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.0% | +8.9% | +12.1% |
| 7D | -1.2% | -6.5% | +5.3% | -2.4% |
| 30D | -30.9% | -17.8% | -13.1% | -33.6% |
| 3M | -11.6% | +19.6% | -31.2% | -1.3% |
| All | -31.7% | +47.1% | -78.8% | -2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling