+754.3%
VLO vs BAX
-35.7%
+790.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | -16.6% | +6.3% | -22.9% | -18.1% |
| 3M | +12.3% | -4.6% | +16.8% | +13.1% |
| 6M | +47.8% | +50.4% | -2.5% | +30.1% |
| YTD | +126.7% | +38.0% | +88.7% | +101.2% |
| 1Y | +105.4% | +44.6% | +60.8% | +79.3% |
| 3Y | +222.0% | -15.1% | +237.1% | +221.0% |
| 5Y | +449.8% | -63.3% | +513.1% | +639.6% |
| 10Y | +754.3% | -34.4% | +788.7% | +952.5% |
| All | +754.3% | -35.7% | +790.0% | +952.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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