+206.6%
VLO vs BAM
+84.8%
+121.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.0% |
| 7D | -0.4% | -2.9% | +2.4% | 0.0% |
| 30D | -16.6% | +14.7% | -31.3% | -18.8% |
| 3M | +12.3% | -4.1% | +16.4% | +13.1% |
| 6M | +47.8% | +9.6% | +38.3% | +44.3% |
| YTD | +126.7% | +3.4% | +123.3% | +123.6% |
| 1Y | +105.4% | +1.0% | +104.3% | +103.8% |
| 3Y | +222.0% | +88.2% | +133.8% | +158.5% |
| All | +206.6% | +84.8% | +121.7% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling