+199.0%
VLO vs BAH
-26.3%
+225.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.1% | -1.1% |
| 7D | -13.3% | -3.5% | -9.8% | -13.1% |
| 30D | -18.3% | +24.3% | -42.6% | -19.6% |
| 3M | +14.3% | +16.3% | -2.0% | +13.0% |
| 6M | +47.6% | +13.6% | +34.0% | +46.2% |
| YTD | +116.0% | +3.5% | +112.5% | +114.8% |
| 1Y | +101.0% | +2.7% | +98.3% | +100.1% |
| 3Y | +199.0% | -26.6% | +225.6% | +187.1% |
| All | +199.0% | -26.3% | +225.3% | +187.1% |
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 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