+16,811.5%
VLO vs BB
+338.1%
+16,473.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.4% |
| 7D | -0.4% | +7.3% | -7.8% | -1.3% |
| 30D | -16.6% | +11.2% | -27.8% | -18.0% |
| 3M | +12.3% | +4.7% | +7.6% | +10.7% |
| 6M | +47.8% | +51.1% | -3.3% | +38.0% |
| YTD | +126.7% | +148.0% | -21.3% | +98.0% |
| 1Y | +105.4% | +106.1% | -0.8% | +83.1% |
| 3Y | +222.0% | +158.2% | +63.7% | +168.5% |
| 5Y | +449.8% | -10.8% | +460.7% | +406.3% |
| 10Y | +754.3% | +29.3% | +725.0% | +576.0% |
| All | +16,811.5% | +338.1% | +16,473.4% | +10,778.6% |
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