+8,702.0%
VLO vs BG
+954.5%
+7,747.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.6% |
| 7D | +9.6% | +2.6% | +7.1% | +8.5% |
| 30D | -17.4% | -6.7% | -10.7% | -14.9% |
| 3M | +10.8% | -9.3% | +20.0% | +15.2% |
| 6M | +56.9% | -18.3% | +75.3% | +70.3% |
| YTD | +136.8% | +16.2% | +120.6% | +119.6% |
| 1Y | +120.7% | +7.6% | +113.1% | +111.5% |
| 3Y | +231.9% | +6.6% | +225.4% | +211.5% |
| 5Y | +479.0% | +22.2% | +456.8% | +405.4% |
| 10Y | +792.2% | +112.0% | +680.2% | +482.5% |
| All | +8,702.0% | +954.5% | +7,747.5% | +4,345.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling