+967.7%
BX vs VLO
+848.9%
+118.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | +5.2% | -9.6% | -6.4% |
| 30D | +0.1% | +22.6% | -22.5% | -8.3% |
| 3M | +16.0% | +43.8% | -27.8% | -1.5% |
| 6M | +21.6% | +65.7% | -44.1% | -4.7% |
| YTD | -8.9% | +131.1% | -140.0% | -38.7% |
| 1Y | -16.6% | +143.6% | -160.2% | -45.7% |
| 3Y | +43.3% | +201.4% | -158.0% | -18.0% |
| 5Y | +25.7% | +568.9% | -543.2% | -53.1% |
| 10Y | +689.5% | +891.8% | -202.3% | +99.0% |
| All | +967.7% | +848.9% | +118.8% | +72.3% |
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