+900.2%
VLO vs BAH
+182.5%
+717.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.5% |
| 7D | +5.8% | -4.3% | +10.1% | +6.8% |
| 30D | +28.3% | -4.5% | +32.8% | +29.7% |
| 3M | +48.7% | -7.6% | +56.3% | +50.9% |
| 6M | +71.9% | -10.6% | +82.5% | +75.2% |
| YTD | +138.7% | -12.6% | +151.2% | +142.6% |
| 1Y | +148.5% | -27.0% | +175.4% | +163.7% |
| 3Y | +192.7% | -31.5% | +224.2% | +197.1% |
| 5Y | +601.6% | -3.8% | +605.4% | +508.3% |
| 10Y | +900.2% | +183.9% | +716.2% | +546.1% |
| All | +900.2% | +182.5% | +717.6% | +546.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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