+851.5%
BX vs VLO
+872.3%
-20.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.9% |
| 7D | +0.6% | +9.6% | -9.1% | -3.3% |
| 30D | +14.2% | -17.4% | +31.6% | +22.6% |
| 3M | -18.7% | +10.8% | -29.5% | -23.5% |
| 6M | +2.5% | +56.9% | -54.5% | -17.9% |
| YTD | -18.8% | +136.8% | -155.6% | -46.8% |
| 1Y | -10.3% | +120.7% | -131.0% | -39.6% |
| 3Y | +35.4% | +231.9% | -196.5% | -26.7% |
| 5Y | +0.3% | +479.0% | -478.8% | -60.4% |
| 10Y | +668.4% | +792.2% | -123.8% | +103.1% |
| All | +851.5% | +872.3% | -20.7% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling