+199.0%
VLO vs BAM
+85.9%
+113.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -13.3% | +9.7% | -23.0% | -14.5% |
| 30D | -18.3% | +19.0% | -37.3% | -20.5% |
| 3M | +14.3% | +0.6% | +13.8% | +14.4% |
| 6M | +47.6% | +11.1% | +36.6% | +44.6% |
| YTD | +116.0% | +4.2% | +111.8% | +114.2% |
| 1Y | +101.0% | +3.3% | +97.7% | +99.7% |
| 3Y | +199.0% | +88.8% | +110.3% | +144.7% |
| All | +199.0% | +85.9% | +113.1% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling