+251.7%
BAC vs VLO
+791.1%
-539.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.2% |
| 7D | +2.0% | -6.5% | +8.5% | +4.4% |
| 30D | -6.9% | -17.8% | +10.8% | -0.5% |
| 3M | -19.6% | +19.6% | -39.2% | -26.0% |
| 6M | -0.5% | +49.3% | -49.7% | -16.8% |
| YTD | -6.6% | +122.4% | -129.0% | -34.9% |
| 1Y | -3.0% | +107.4% | -110.4% | -30.6% |
| 3Y | +97.3% | +223.1% | -125.8% | +12.8% |
| 5Y | +21.9% | +432.2% | -410.4% | -48.5% |
| 10Y | +251.7% | +743.6% | -492.0% | +5.4% |
| All | +251.7% | +791.1% | -539.4% | +5.4% |
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 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