+195.5%
VLO vs BN
+85.7%
+109.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +5.2% | -2.5% | +7.7% | +5.8% |
| 30D | +22.6% | -9.5% | +32.1% | +25.3% |
| 3M | +43.8% | -10.4% | +54.2% | +47.1% |
| 6M | +65.7% | -6.4% | +72.1% | +66.2% |
| YTD | +131.1% | -11.9% | +143.0% | +135.2% |
| 1Y | +143.6% | -8.6% | +152.2% | +143.6% |
| All | +195.5% | +85.7% | +109.7% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling