+8,772.0%
VLO vs BG
+1,185.2%
+7,586.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.4% | -1.1% | +1.4% |
| 7D | +5.8% | +2.4% | +3.4% | +4.7% |
| 30D | +28.3% | +15.0% | +13.3% | +20.5% |
| 3M | +48.7% | -0.7% | +49.4% | +48.4% |
| 6M | +71.9% | +7.5% | +64.4% | +65.7% |
| YTD | +138.7% | +41.6% | +97.1% | +103.3% |
| 1Y | +148.5% | +50.7% | +97.8% | +104.2% |
| 3Y | +192.7% | +20.3% | +172.4% | +160.8% |
| 5Y | +601.6% | +85.2% | +516.4% | +411.6% |
| 10Y | +900.2% | +160.6% | +739.6% | +494.7% |
| All | +8,772.0% | +1,185.2% | +7,586.7% | +4,015.7% |
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