+924.9%
VLO vs BBY
+252.7%
+672.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.4% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +18.2% | +9.4% | +8.8% | +14.9% |
| 3M | +53.3% | +19.3% | +34.0% | +44.6% |
| 6M | +70.4% | +47.9% | +22.5% | +48.8% |
| YTD | +143.4% | +39.6% | +103.8% | +115.6% |
| 1Y | +153.0% | +22.2% | +130.8% | +132.5% |
| 3Y | +195.0% | +45.0% | +150.0% | +147.1% |
| 5Y | +618.8% | +2.6% | +616.2% | +544.3% |
| All | +924.9% | +252.7% | +672.2% | +522.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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