-10.6%
BA vs VLO
+106.2%
-116.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +1.2% |
| 7D | -1.4% | -0.4% | -0.9% | -1.5% |
| 30D | -7.9% | -16.6% | +8.7% | -10.5% |
| 3M | -25.2% | +12.3% | -37.5% | -21.4% |
| 6M | -26.7% | +47.8% | -74.6% | -17.0% |
| YTD | -19.6% | +126.7% | -146.3% | -8.2% |
| 1Y | -10.6% | +105.4% | -116.0% | +2.4% |
| All | -10.6% | +106.2% | -116.8% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling