+3,127.5%
VLO vs BAH
+1,056.2%
+2,071.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.1% | -0.1% |
| 7D | -13.3% | -3.5% | -9.8% | -12.5% |
| 30D | -18.3% | +24.3% | -42.6% | -23.3% |
| 3M | +14.3% | +16.3% | -2.0% | +9.0% |
| 6M | +47.6% | +13.6% | +34.0% | +40.6% |
| YTD | +116.0% | +3.5% | +112.5% | +108.9% |
| 1Y | +101.0% | +2.7% | +98.3% | +94.3% |
| 3Y | +199.0% | -26.6% | +225.6% | +204.5% |
| 5Y | +419.0% | +8.5% | +410.5% | +345.6% |
| 10Y | +778.2% | +225.1% | +553.1% | +398.8% |
| All | +3,127.5% | +1,056.2% | +2,071.3% | +901.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling