+391.8%
BAC vs VLO
+902.9%
-511.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.7% | -1.7% |
| 7D | +1.2% | +5.8% | -4.6% | -1.0% |
| 30D | -0.7% | +28.3% | -29.1% | -10.1% |
| 3M | +16.9% | +48.7% | -31.8% | -0.6% |
| 6M | +29.6% | +71.9% | -42.3% | +2.4% |
| YTD | +15.3% | +138.7% | -123.4% | -21.0% |
| 1Y | +28.8% | +148.5% | -119.6% | -13.7% |
| 3Y | +136.4% | +192.7% | -56.3% | +42.8% |
| 5Y | +72.9% | +601.6% | -528.7% | -35.1% |
| 10Y | +391.8% | +900.2% | -508.4% | +35.0% |
| All | +391.8% | +902.9% | -511.1% | +35.0% |
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