+28.1%
BA vs VLO
+791.1%
-762.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.8% |
| 7D | -1.7% | -6.5% | +4.8% | +0.9% |
| 30D | -9.5% | -17.8% | +8.3% | -2.1% |
| 3M | -26.5% | +19.6% | -46.1% | -32.8% |
| 6M | -27.4% | +49.3% | -76.6% | -40.7% |
| YTD | -20.6% | +122.4% | -143.0% | -47.7% |
| 1Y | -11.4% | +107.4% | -118.9% | -40.0% |
| 3Y | -10.8% | +223.1% | -233.9% | -54.0% |
| 5Y | -21.9% | +432.2% | -454.1% | -72.6% |
| 10Y | +28.1% | +743.6% | -715.5% | -65.9% |
| All | +28.1% | +791.1% | -762.9% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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