+103.3%
VLO vs BAH
+2.1%
+101.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.8% |
| 7D | -6.5% | -1.5% | -5.0% | -6.4% |
| 30D | -17.8% | +17.3% | -35.0% | -18.8% |
| 3M | +19.6% | +14.9% | +4.7% | +18.1% |
| 6M | +49.3% | +14.2% | +35.0% | +48.4% |
| YTD | +122.4% | +5.1% | +117.3% | +117.1% |
| All | +103.3% | +2.1% | +101.2% | +101.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling