+212.5%
VLO vs BAM
+78.0%
+134.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +5.2% | -2.0% | +7.2% | +5.6% |
| 30D | +22.6% | -2.9% | +25.5% | +23.3% |
| 3M | +43.8% | +9.4% | +34.4% | +40.6% |
| 6M | +65.7% | +10.8% | +55.0% | +60.6% |
| YTD | +131.1% | -0.4% | +131.5% | +129.8% |
| 1Y | +143.6% | -10.9% | +154.5% | +150.0% |
| 3Y | +201.4% | +61.3% | +140.1% | +152.1% |
| All | +212.5% | +78.0% | +134.5% | +151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling