+790.3%
VLO vs BB
+21.8%
+768.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.7% |
| 7D | +9.6% | +1.8% | +7.8% | +9.3% |
| 30D | -17.4% | +8.1% | -25.5% | -18.8% |
| 3M | +10.8% | -1.0% | +11.8% | +9.7% |
| 6M | +56.9% | +45.9% | +11.0% | +44.3% |
| YTD | +136.8% | +134.8% | +2.0% | +100.2% |
| 1Y | +120.7% | +104.6% | +16.1% | +90.2% |
| 3Y | +231.9% | +152.8% | +79.1% | +161.4% |
| 5Y | +479.0% | -17.4% | +496.5% | +437.6% |
| All | +790.3% | +21.8% | +768.6% | +446.6% |
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