+642.7%
BX vs VLO
+933.4%
-290.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -8.9% | +4.0% | -12.9% | -10.0% |
| 30D | -14.8% | +19.0% | -33.8% | -19.3% |
| 3M | +6.9% | +50.0% | -43.0% | -6.3% |
| 6M | +16.3% | +79.1% | -62.9% | -5.1% |
| YTD | -16.1% | +140.3% | -156.4% | -38.2% |
| 1Y | -26.8% | +148.3% | -175.1% | -47.0% |
| 3Y | +22.4% | +194.6% | -172.2% | -18.5% |
| 5Y | +16.0% | +609.6% | -593.6% | -44.9% |
| All | +642.7% | +933.4% | -290.7% | +186.4% |
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