+743.6%
VLO vs BAH
+218.8%
+524.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.6% |
| 7D | -6.5% | -1.5% | -5.0% | -6.2% |
| 30D | -17.8% | +17.3% | -35.0% | -20.9% |
| 3M | +19.6% | +14.9% | +4.7% | +15.4% |
| 6M | +49.3% | +14.2% | +35.0% | +43.3% |
| YTD | +122.4% | +5.1% | +117.3% | +115.9% |
| 1Y | +107.4% | +2.1% | +105.4% | +102.5% |
| 3Y | +223.1% | -26.0% | +249.0% | +226.4% |
| 5Y | +432.2% | +9.0% | +423.3% | +352.6% |
| 10Y | +743.6% | +208.8% | +534.9% | +463.5% |
| All | +743.6% | +218.8% | +524.9% | +463.5% |
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