+34,532.9%
VLO vs BP
+1,352.9%
+33,180.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.8% | +2.9% |
| 7D | -6.5% | -6.9% | +0.4% | -1.8% |
| 30D | -17.8% | -3.6% | -14.2% | -15.6% |
| 3M | +19.6% | +8.4% | +11.2% | +13.1% |
| 6M | +49.3% | +5.3% | +43.9% | +43.2% |
| YTD | +122.4% | +33.2% | +89.2% | +81.9% |
| 1Y | +107.4% | +28.2% | +79.3% | +73.9% |
| 3Y | +223.1% | +49.2% | +173.8% | +142.2% |
| 5Y | +432.2% | +102.9% | +329.4% | +224.3% |
| 10Y | +743.6% | +127.7% | +616.0% | +373.1% |
| All | +34,532.9% | +1,352.9% | +33,180.0% | +11,576.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling