+189.2%
VLO vs BR
-4.8%
+194.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.7% | +3.7% |
| 7D | +5.8% | -5.9% | +11.7% | +6.8% |
| 30D | +28.3% | +1.9% | +26.4% | +27.7% |
| 3M | +48.7% | +14.7% | +34.1% | +44.6% |
| 6M | +71.9% | -12.8% | +84.7% | +78.1% |
| YTD | +138.7% | -23.0% | +161.7% | +158.2% |
| 1Y | +148.5% | -31.7% | +180.1% | +181.8% |
| All | +189.2% | -4.8% | +194.1% | +178.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling