+34,532.9%
VLO vs BAX
+922.9%
+33,610.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.3% |
| 7D | -6.5% | +9.0% | -15.5% | -8.7% |
| 30D | -17.8% | +8.5% | -26.2% | -19.8% |
| 3M | +19.6% | -4.1% | +23.7% | +20.1% |
| 6M | +49.3% | +46.9% | +2.3% | +32.1% |
| YTD | +122.4% | +38.4% | +84.0% | +97.1% |
| 1Y | +107.4% | +47.0% | +60.4% | +80.4% |
| 3Y | +223.1% | -14.9% | +238.0% | +218.8% |
| 5Y | +432.2% | -62.5% | +494.7% | +550.0% |
| 10Y | +743.6% | -33.9% | +777.6% | +774.0% |
| All | +34,532.9% | +922.9% | +33,610.0% | +19,675.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling