+635.8%
BX vs VLO
+790.8%
-154.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.0% |
| 7D | +0.6% | +9.6% | -9.1% | -2.2% |
| 30D | +14.2% | -17.4% | +31.6% | +20.2% |
| 3M | -18.7% | +10.8% | -29.5% | -22.2% |
| 6M | +2.5% | +56.9% | -54.5% | -12.8% |
| YTD | -18.8% | +136.8% | -155.6% | -40.7% |
| 1Y | -10.3% | +120.7% | -131.0% | -33.1% |
| 3Y | +35.4% | +231.9% | -196.5% | -14.4% |
| 5Y | +0.3% | +479.0% | -478.8% | -49.6% |
| All | +635.8% | +790.8% | -154.9% | +167.9% |
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 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