+550.7%
VLO vs BROS
+43.3%
+507.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +5.2% | -6.7% | +11.9% | +5.5% |
| 30D | +22.6% | -29.1% | +51.7% | +24.5% |
| 3M | +43.8% | -16.7% | +60.5% | +44.6% |
| 6M | +65.7% | -11.6% | +77.4% | +65.7% |
| YTD | +131.1% | -23.9% | +155.0% | +132.8% |
| 1Y | +143.6% | -34.8% | +178.4% | +147.3% |
| 3Y | +201.4% | +62.1% | +139.3% | +188.0% |
| All | +550.7% | +43.3% | +507.4% | +564.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling