+73.5%
BA vs VLO
+886.4%
-812.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | +5.2% | -4.1% | -1.0% |
| 30D | -11.6% | +22.6% | -34.2% | -19.2% |
| 3M | -2.4% | +43.8% | -46.1% | -17.7% |
| 6M | -6.6% | +65.7% | -72.4% | -27.8% |
| YTD | -2.2% | +131.1% | -133.3% | -36.0% |
| 1Y | -8.0% | +143.6% | -151.6% | -41.8% |
| 3Y | -5.0% | +201.4% | -206.4% | -48.8% |
| 5Y | -2.7% | +568.9% | -571.6% | -69.7% |
| All | +73.5% | +886.4% | -812.9% | -57.1% |
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