+790.3%
VLO vs BP
+143.9%
+646.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.6% |
| 7D | +9.6% | +3.8% | +5.8% | +6.5% |
| 30D | -17.4% | -5.3% | -12.1% | -13.6% |
| 3M | +10.8% | +9.3% | +1.5% | +2.9% |
| 6M | +56.9% | +7.2% | +49.7% | +47.1% |
| YTD | +136.8% | +38.0% | +98.7% | +80.3% |
| 1Y | +120.7% | +33.2% | +87.5% | +72.6% |
| 3Y | +231.9% | +50.3% | +181.6% | +131.2% |
| 5Y | +479.0% | +114.1% | +364.9% | +194.8% |
| All | +790.3% | +143.9% | +646.5% | +367.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling