+120.6%
VLO vs BRO
-3.6%
+124.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.5% | -10.2% | -6.0% |
| 7D | -6.0% | +12.4% | -18.4% | -6.9% |
| 30D | -12.9% | +21.6% | -34.5% | -14.1% |
| 3M | +18.3% | +4.3% | +14.0% | +17.6% |
| 6M | +46.4% | +29.2% | +17.2% | +40.9% |
| YTD | +127.7% | -6.4% | +134.1% | +130.0% |
| 1Y | +120.6% | -5.3% | +125.9% | +124.9% |
| All | +120.6% | -3.6% | +124.2% | +124.9% |
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