+538.4%
VLO vs BROS
+7.7%
+530.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.7% |
| 7D | -0.4% | -20.4% | +20.0% | +0.6% |
| 30D | -16.6% | -6.1% | -10.5% | -16.4% |
| 3M | +12.3% | -29.4% | +41.7% | +13.9% |
| 6M | +47.8% | -31.5% | +79.4% | +49.7% |
| YTD | +126.7% | -42.8% | +169.5% | +131.2% |
| 1Y | +105.4% | -37.5% | +142.9% | +108.1% |
| 3Y | +222.0% | +27.2% | +194.8% | +210.9% |
| 5Y | +449.8% | -47.0% | +496.8% | +421.8% |
| All | +538.4% | +7.7% | +530.7% | +560.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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