+924.9%
VLO vs BLK
+283.5%
+641.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.4% |
| 7D | +5.3% | -3.3% | +8.6% | +7.1% |
| 30D | +18.2% | -6.5% | +24.8% | +22.4% |
| 3M | +53.3% | +6.7% | +46.6% | +46.3% |
| 6M | +70.4% | +14.7% | +55.7% | +53.3% |
| YTD | +143.4% | +2.5% | +140.9% | +131.7% |
| 1Y | +153.0% | -2.8% | +155.8% | +147.7% |
| 3Y | +195.0% | +65.9% | +129.1% | +102.1% |
| 5Y | +618.8% | +33.0% | +585.8% | +450.4% |
| All | +924.9% | +283.5% | +641.4% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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