+37,317.1%
VLO vs BRO
+25,589.7%
+11,727.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +4.0% | -8.6% | +12.6% | +6.1% |
| 30D | +19.0% | -6.9% | +25.9% | +20.8% |
| 3M | +50.0% | +10.5% | +39.5% | +45.7% |
| 6M | +79.1% | -2.8% | +81.9% | +78.9% |
| YTD | +140.3% | -16.1% | +156.4% | +148.0% |
| 1Y | +148.3% | -27.6% | +175.9% | +164.8% |
| 3Y | +194.6% | -7.3% | +201.9% | +193.0% |
| 5Y | +609.6% | +19.0% | +590.6% | +554.6% |
| 10Y | +929.5% | +292.7% | +636.8% | +646.6% |
| All | +37,317.1% | +25,589.7% | +11,727.5% | +22,251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling