+143.6%
VLO vs BRO
-24.4%
+168.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +5.2% | -2.6% | +7.8% | +5.5% |
| 30D | +22.6% | +0.9% | +21.7% | +22.5% |
| 3M | +43.8% | +24.8% | +19.0% | +39.0% |
| 6M | +65.7% | -0.1% | +65.8% | +66.7% |
| YTD | +131.1% | -9.7% | +140.8% | +135.4% |
| 1Y | +143.6% | -24.5% | +168.1% | +155.7% |
| All | +143.6% | -24.4% | +168.1% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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