+717.1%
VLO vs BP
+124.7%
+592.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.5% | -6.3% | -3.2% | -4.6% |
| 30D | -19.1% | -3.6% | -15.5% | -16.7% |
| 3M | +11.4% | +5.2% | +6.1% | +6.6% |
| 6M | +46.7% | +5.3% | +41.4% | +39.4% |
| YTD | +118.6% | +33.1% | +85.5% | +71.2% |
| 1Y | +99.9% | +26.3% | +73.6% | +63.1% |
| 3Y | +210.5% | +47.5% | +163.0% | +119.3% |
| 5Y | +432.7% | +106.2% | +326.5% | +179.5% |
| 10Y | +717.1% | +127.0% | +590.2% | +331.2% |
| All | +717.1% | +124.7% | +592.4% | +331.2% |
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