+1,376.8%
BAC vs VLO
+35,889.1%
-34,512.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.1% | +5.2% | -4.1% | -0.8% |
| 30D | -0.4% | +22.6% | -23.0% | -7.6% |
| 3M | +16.9% | +43.8% | -26.9% | +1.8% |
| 6M | +26.6% | +65.7% | -39.1% | +3.3% |
| YTD | +15.8% | +131.1% | -115.3% | -16.9% |
| 1Y | +27.2% | +143.6% | -116.5% | -10.9% |
| 3Y | +132.4% | +201.4% | -69.0% | +46.4% |
| 5Y | +72.6% | +568.9% | -496.3% | -23.3% |
| 10Y | +389.7% | +891.8% | -502.1% | +75.8% |
| All | +1,376.8% | +35,889.1% | -34,512.3% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling