+195.0%
VLO vs BRKR
-11.8%
+206.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +5.3% | -8.7% | +14.0% | +5.9% |
| 30D | +18.2% | -9.9% | +28.1% | +18.9% |
| 3M | +53.3% | -3.1% | +56.4% | +52.8% |
| 6M | +70.4% | +45.5% | +24.9% | +62.9% |
| YTD | +143.4% | +13.7% | +129.7% | +139.8% |
| 1Y | +153.0% | +67.4% | +85.6% | +135.6% |
| 3Y | +195.0% | -13.2% | +208.2% | +190.3% |
| All | +195.0% | -11.8% | +206.7% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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