+717.1%
VLO vs BB
+28.9%
+688.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -9.5% | +11.6% | -21.1% | -11.1% |
| 30D | -19.1% | +2.6% | -21.7% | -19.9% |
| 3M | +11.4% | +3.5% | +7.8% | +9.5% |
| 6M | +46.7% | +43.5% | +3.3% | +35.3% |
| YTD | +118.6% | +141.2% | -22.5% | +84.1% |
| 1Y | +99.9% | +97.4% | +2.5% | +73.4% |
| 3Y | +210.5% | +151.1% | +59.4% | +145.1% |
| 5Y | +432.7% | -12.8% | +445.5% | +389.9% |
| 10Y | +717.1% | +27.5% | +689.6% | +402.0% |
| All | +717.1% | +28.9% | +688.2% | +402.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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