+120.6%
VLO vs BP
+35.3%
+85.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.2% | -1.6% | -3.1% |
| 7D | -6.0% | -8.4% | +2.4% | -0.5% |
| 30D | -12.9% | +2.2% | -15.1% | -13.7% |
| 3M | +18.3% | +8.8% | +9.5% | +12.4% |
| 6M | +46.4% | -0.5% | +47.0% | +48.5% |
| YTD | +127.7% | +36.2% | +91.5% | +95.5% |
| 1Y | +120.6% | +36.6% | +84.1% | +85.3% |
| All | +120.6% | +35.3% | +85.4% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling