+16,900.6%
VLO vs BLK
+12,905.6%
+3,995.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.5% |
| 7D | +6.2% | -2.7% | +8.9% | +7.4% |
| 30D | +23.5% | -4.8% | +28.3% | +25.9% |
| 3M | +53.9% | +6.5% | +47.4% | +48.6% |
| 6M | +81.7% | +13.1% | +68.5% | +68.8% |
| YTD | +142.5% | +1.8% | +140.7% | +134.5% |
| 1Y | +145.4% | -1.0% | +146.4% | +139.6% |
| 3Y | +197.3% | +66.0% | +131.4% | +129.5% |
| 5Y | +614.6% | +31.2% | +583.3% | +494.5% |
| 10Y | +938.9% | +278.5% | +660.4% | +460.2% |
| All | +16,900.6% | +12,905.6% | +3,995.1% | +5,757.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling