+778.9%
VLO vs BAX
-36.0%
+814.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.7% |
| 7D | +6.8% | +0.4% | +6.4% | +6.6% |
| 30D | -17.9% | +3.4% | -21.3% | -18.9% |
| 3M | +13.5% | -4.5% | +18.0% | +14.3% |
| 6M | +53.0% | +44.0% | +9.0% | +36.2% |
| YTD | +133.7% | +34.9% | +98.9% | +108.5% |
| 1Y | +115.7% | +37.9% | +77.8% | +90.8% |
| 3Y | +231.9% | -17.1% | +249.0% | +232.7% |
| 5Y | +471.6% | -64.3% | +535.8% | +675.5% |
| All | +778.9% | -36.0% | +814.9% | +978.0% |
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