+25.1%
BX vs VLO
+195.4%
-170.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -4.0% |
| 7D | -5.7% | +6.2% | -11.9% | -6.8% |
| 30D | -8.9% | +23.5% | -32.4% | -12.7% |
| 3M | +8.4% | +53.9% | -45.5% | -1.3% |
| 6M | +18.9% | +81.7% | -62.7% | +2.1% |
| YTD | -13.6% | +142.5% | -156.1% | -32.7% |
| 1Y | -22.4% | +145.4% | -167.9% | -40.3% |
| All | +25.1% | +195.4% | -170.3% | -17.5% |
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 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