+193.8%
VLO vs BBWI
-47.8%
+241.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.3% | +7.9% | +2.3% |
| 7D | +6.2% | -4.4% | +10.7% | +6.7% |
| 30D | +23.5% | -7.4% | +30.9% | +24.3% |
| 3M | +53.9% | -2.2% | +56.1% | +53.1% |
| 6M | +81.7% | -16.3% | +98.0% | +83.9% |
| YTD | +142.5% | -9.1% | +151.6% | +140.1% |
| 1Y | +145.4% | -34.5% | +180.0% | +158.0% |
| All | +193.8% | -47.8% | +241.7% | +208.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling