+35,889.1%
VLO vs BN
+15,251.3%
+20,637.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +5.2% | -2.5% | +7.7% | +6.4% |
| 30D | +22.6% | -9.5% | +32.1% | +28.2% |
| 3M | +43.8% | -10.4% | +54.2% | +50.3% |
| 6M | +65.7% | -6.4% | +72.1% | +67.2% |
| YTD | +131.1% | -11.9% | +143.0% | +138.3% |
| 1Y | +143.6% | -8.6% | +152.2% | +145.7% |
| 3Y | +201.4% | +77.6% | +123.8% | +114.0% |
| 5Y | +568.9% | +37.0% | +531.9% | +420.8% |
| 10Y | +891.8% | +266.4% | +625.4% | +408.4% |
| All | +35,889.1% | +15,251.3% | +20,637.8% | +8,520.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling