-10.1%
BA vs VLO
+194.5%
-204.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +1.1% | -13.3% | +14.4% | +2.4% |
| 30D | -7.9% | -18.3% | +10.4% | -6.2% |
| 3M | -25.3% | +14.3% | -39.7% | -26.1% |
| 6M | -24.6% | +47.6% | -72.2% | -27.9% |
| YTD | -20.1% | +116.0% | -136.1% | -30.9% |
| 1Y | -11.8% | +101.0% | -112.8% | -22.4% |
| 3Y | -10.1% | +199.0% | -209.2% | -27.2% |
| All | -10.1% | +194.5% | -204.7% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling