+17,137.4%
VLO vs BB
+258.8%
+16,878.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | -5.6% | +10.8% | +5.9% |
| 30D | +22.6% | -11.8% | +34.4% | +24.2% |
| 3M | +43.8% | -25.5% | +69.3% | +47.8% |
| 6M | +65.7% | +121.3% | -55.5% | +47.9% |
| YTD | +131.1% | +103.2% | +27.9% | +108.2% |
| 1Y | +143.6% | +102.6% | +41.0% | +118.7% |
| 3Y | +201.4% | +37.5% | +163.9% | +172.1% |
| 5Y | +568.9% | -30.4% | +599.3% | +537.5% |
| 10Y | +891.8% | 0.0% | +891.8% | +714.5% |
| All | +17,137.4% | +258.8% | +16,878.6% | +11,341.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling