+18.0%
BAC vs VLO
+412.5%
-394.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -1.2% | -13.3% | +12.1% | +2.0% |
| 30D | -7.7% | -18.3% | +10.6% | -3.7% |
| 3M | -21.2% | +14.3% | -35.5% | -24.4% |
| 6M | -6.8% | +47.6% | -54.5% | -16.8% |
| YTD | -8.7% | +116.0% | -124.7% | -27.7% |
| 1Y | -5.3% | +101.0% | -106.3% | -23.6% |
| 3Y | +87.4% | +199.0% | -111.6% | +31.2% |
| All | +18.0% | +412.5% | -394.5% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling