+924.9%
VLO vs BG
+166.7%
+758.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.2% |
| 7D | +5.3% | +3.1% | +2.2% | +3.7% |
| 30D | +18.2% | +10.2% | +8.0% | +12.4% |
| 3M | +53.3% | -1.7% | +55.0% | +53.7% |
| 6M | +70.4% | +1.0% | +69.5% | +68.5% |
| YTD | +143.4% | +39.9% | +103.5% | +103.9% |
| 1Y | +153.0% | +53.2% | +99.8% | +100.4% |
| 3Y | +195.0% | +16.3% | +178.7% | +163.1% |
| 5Y | +618.8% | +83.9% | +534.9% | +394.6% |
| All | +924.9% | +166.7% | +758.2% | +426.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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