+582.7%
VLO vs BROS
+38.3%
+544.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.7% |
| 7D | +6.2% | -6.6% | +12.8% | +6.6% |
| 30D | +23.5% | -12.3% | +35.8% | +24.2% |
| 3M | +53.9% | -22.2% | +76.1% | +55.3% |
| 6M | +81.7% | -14.3% | +95.9% | +81.9% |
| YTD | +142.5% | -26.6% | +169.0% | +144.7% |
| 1Y | +145.4% | -31.5% | +176.9% | +148.3% |
| 3Y | +197.3% | +62.3% | +135.1% | +184.0% |
| All | +582.7% | +38.3% | +544.3% | +598.6% |
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