+39.8%
BKNG vs VLO
+192.7%
-152.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -10.7% | +4.0% | -14.6% | -10.8% |
| 30D | -18.1% | +19.0% | -37.1% | -18.8% |
| 3M | +8.5% | +50.0% | -41.5% | +5.7% |
| 6M | -0.1% | +79.1% | -79.2% | -5.5% |
| YTD | -18.2% | +140.3% | -158.5% | -26.4% |
| 1Y | -19.9% | +148.3% | -168.2% | -28.4% |
| All | +39.8% | +192.7% | -152.9% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling