+143.6%
VLO vs BR
-29.1%
+172.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | -0.2% |
| 7D | +5.2% | -5.3% | +10.5% | +4.8% |
| 30D | +22.6% | +6.4% | +16.1% | +23.2% |
| 3M | +43.8% | +13.6% | +30.1% | +45.7% |
| 6M | +65.7% | -6.7% | +72.4% | +62.7% |
| YTD | +131.1% | -21.1% | +152.2% | +123.3% |
| 1Y | +143.6% | -29.6% | +173.2% | +130.0% |
| All | +143.6% | -29.1% | +172.7% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling