+145.4%
VLO vs BAX
+1.4%
+144.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.6% |
| 7D | +6.2% | -5.1% | +11.3% | +6.2% |
| 30D | +23.5% | -12.2% | +35.7% | +23.5% |
| 3M | +53.9% | +21.8% | +32.0% | +53.6% |
| 6M | +81.7% | +36.3% | +45.4% | +81.5% |
| YTD | +142.5% | +27.8% | +114.7% | +144.4% |
| 1Y | +145.4% | -0.1% | +145.5% | +140.9% |
| All | +145.4% | +1.4% | +144.0% | +140.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling