+195.5%
VLO vs BAH
-32.4%
+227.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | +5.2% | -3.2% | +8.5% | +5.4% |
| 30D | +22.6% | +2.0% | +20.6% | +22.4% |
| 3M | +43.8% | -7.6% | +51.4% | +44.7% |
| 6M | +65.7% | -5.7% | +71.4% | +66.4% |
| YTD | +131.1% | -11.7% | +142.8% | +132.6% |
| 1Y | +143.6% | -27.4% | +171.0% | +147.8% |
| All | +195.5% | -32.4% | +227.8% | +210.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling