+192.7%
VLO vs BAX
-32.5%
+225.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.8% | +7.0% | +3.8% |
| 7D | +5.8% | -2.4% | +8.2% | +6.1% |
| 30D | +28.3% | -9.7% | +38.1% | +30.2% |
| 3M | +48.7% | +29.3% | +19.5% | +42.2% |
| 6M | +71.9% | +40.7% | +31.2% | +61.1% |
| YTD | +138.7% | +30.3% | +108.4% | +125.8% |
| 1Y | +148.5% | +3.4% | +145.1% | +146.6% |
| 3Y | +192.7% | -32.0% | +224.7% | +195.9% |
| All | +192.7% | -32.5% | +225.2% | +195.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling