+924.9%
VLO vs BRO
+294.2%
+630.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +5.3% | -7.3% | +12.6% | +8.6% |
| 30D | +18.2% | -6.9% | +25.1% | +21.5% |
| 3M | +53.3% | +10.7% | +42.7% | +44.6% |
| 6M | +70.4% | -2.7% | +73.1% | +69.6% |
| YTD | +143.4% | -16.3% | +159.7% | +159.2% |
| 1Y | +153.0% | -29.1% | +182.1% | +190.7% |
| 3Y | +195.0% | -7.8% | +202.8% | +182.9% |
| 5Y | +618.8% | +18.7% | +600.0% | +445.8% |
| All | +924.9% | +294.2% | +630.6% | +294.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling