+216.0%
VLO vs BAM
+80.8%
+135.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.4% |
| 7D | +6.8% | -2.0% | +8.8% | +7.1% |
| 30D | -17.9% | +13.7% | -31.5% | -19.9% |
| 3M | +13.5% | -4.8% | +18.3% | +14.5% |
| 6M | +53.0% | +7.6% | +45.4% | +49.8% |
| YTD | +133.7% | +1.2% | +132.6% | +131.3% |
| 1Y | +115.7% | -2.3% | +117.9% | +115.5% |
| 3Y | +231.9% | +84.1% | +147.8% | +167.4% |
| All | +216.0% | +80.8% | +135.2% | +153.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling