+1,060.3%
VLO vs BR
+1,321.0%
-260.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.9% |
| 7D | +5.2% | -5.3% | +10.5% | +8.4% |
| 30D | +22.6% | +6.4% | +16.1% | +18.1% |
| 3M | +43.8% | +13.6% | +30.1% | +32.0% |
| 6M | +65.7% | -6.7% | +72.4% | +68.7% |
| YTD | +131.1% | -21.1% | +152.2% | +156.9% |
| 1Y | +143.6% | -29.6% | +173.2% | +188.6% |
| 3Y | +201.4% | -2.4% | +203.8% | +187.6% |
| 5Y | +568.9% | +11.2% | +557.6% | +463.0% |
| 10Y | +891.8% | +191.8% | +700.0% | +326.4% |
| All | +1,060.3% | +1,321.0% | -260.7% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling