+223.1%
VLO vs BAX
-17.7%
+240.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.7% |
| 7D | -6.5% | +9.0% | -15.5% | -7.5% |
| 30D | -17.8% | +8.5% | -26.2% | -18.6% |
| 3M | +19.6% | -4.1% | +23.7% | +20.3% |
| 6M | +49.3% | +46.9% | +2.3% | +39.7% |
| YTD | +122.4% | +38.4% | +84.0% | +108.7% |
| 1Y | +107.4% | +47.0% | +60.4% | +91.8% |
| 3Y | +223.1% | -14.9% | +238.0% | +223.2% |
| All | +223.1% | -17.7% | +240.8% | +223.2% |
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