-8.5%
BX vs VLO
+120.8%
-129.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.8% | +12.0% | +5.4% |
| 7D | +8.3% | -6.0% | +14.2% | +7.5% |
| 30D | +13.5% | -12.9% | +26.4% | +11.7% |
| 3M | -7.6% | +18.3% | -25.9% | -6.2% |
| 6M | +4.0% | +46.4% | -42.4% | +8.2% |
| YTD | -15.2% | +127.7% | -142.9% | -14.4% |
| 1Y | -8.5% | +120.6% | -129.1% | -7.0% |
| All | -8.5% | +120.8% | -129.2% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling