+195.0%
VLO vs BNY
+287.0%
-92.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +5.3% | -1.3% | +6.6% | +5.9% |
| 30D | +18.2% | -0.2% | +18.4% | +18.2% |
| 3M | +53.3% | +14.9% | +38.4% | +42.8% |
| 6M | +70.4% | +40.0% | +30.4% | +42.1% |
| YTD | +143.4% | +42.0% | +101.4% | +100.0% |
| 1Y | +153.0% | +56.9% | +96.1% | +95.5% |
| 3Y | +195.0% | +289.9% | -94.9% | +36.1% |
| All | +195.0% | +287.0% | -92.1% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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