+195.5%
VLO vs BP
+33.3%
+162.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | +5.2% | +3.9% | +1.3% | +2.5% |
| 30D | +22.6% | +7.6% | +15.0% | +16.5% |
| 3M | +43.8% | +0.7% | +43.1% | +42.4% |
| 6M | +65.7% | +15.5% | +50.3% | +50.7% |
| YTD | +131.1% | +30.8% | +100.3% | +92.8% |
| 1Y | +143.6% | +34.3% | +109.3% | +99.3% |
| All | +195.5% | +33.3% | +162.1% | +138.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling