+938.9%
VLO vs BP
+132.0%
+806.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.2% |
| 7D | +6.2% | +4.0% | +2.3% | +3.0% |
| 30D | +23.5% | +7.8% | +15.7% | +16.0% |
| 3M | +53.9% | +8.4% | +45.5% | +43.1% |
| 6M | +81.7% | +15.1% | +66.6% | +61.3% |
| YTD | +142.5% | +36.4% | +106.1% | +86.6% |
| 1Y | +145.4% | +40.9% | +104.5% | +83.5% |
| 3Y | +197.3% | +38.8% | +158.5% | +120.2% |
| 5Y | +614.6% | +141.1% | +473.5% | +231.1% |
| 10Y | +938.9% | +133.9% | +805.0% | +422.0% |
| All | +938.9% | +132.0% | +806.9% | +422.0% |
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