+3,353.6%
VLO vs BAH
+886.2%
+2,467.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +5.2% | -3.2% | +8.5% | +6.2% |
| 30D | +22.6% | +2.0% | +20.6% | +21.8% |
| 3M | +43.8% | -7.6% | +51.4% | +46.1% |
| 6M | +65.7% | -5.7% | +71.4% | +66.5% |
| YTD | +131.1% | -11.7% | +142.8% | +134.7% |
| 1Y | +143.6% | -27.4% | +171.0% | +160.9% |
| 3Y | +201.4% | -32.5% | +233.9% | +212.6% |
| 5Y | +568.9% | -3.3% | +572.2% | +491.6% |
| 10Y | +891.8% | +186.0% | +705.8% | +483.9% |
| All | +3,353.6% | +886.2% | +2,467.4% | +1,025.3% |
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