-23.1%
BA vs VLO
+40.8%
-63.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.3% | -3.0% |
| 7D | -0.1% | -8.7% | +8.6% | -1.2% |
| 30D | -9.1% | -16.2% | +7.1% | -10.5% |
| 3M | -28.2% | +16.2% | -44.3% | -20.6% |
| 6M | -23.1% | +39.8% | -62.9% | -8.6% |
| All | -23.1% | +40.8% | -63.9% | -8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling