+47.6%
VLO vs BN
-11.1%
+58.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.8% |
| 7D | -13.3% | +5.3% | -18.7% | -10.6% |
| 30D | -18.3% | +11.9% | -30.2% | -13.4% |
| 3M | +14.3% | -5.7% | +20.1% | +14.4% |
| 6M | +47.6% | -10.6% | +58.2% | +45.5% |
| All | +47.6% | -11.1% | +58.7% | +45.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling