+588.7%
VLO vs BLK
+32.0%
+556.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.8% |
| 7D | +5.3% | -3.3% | +8.6% | +6.3% |
| 30D | +18.2% | -6.5% | +24.8% | +20.4% |
| 3M | +53.3% | +6.7% | +46.6% | +49.6% |
| 6M | +70.4% | +14.7% | +55.7% | +60.4% |
| YTD | +143.4% | +2.5% | +140.9% | +137.6% |
| 1Y | +153.0% | -2.8% | +155.8% | +151.8% |
| 3Y | +195.0% | +65.9% | +129.1% | +137.3% |
| All | +588.7% | +32.0% | +556.7% | +533.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling