+1,563.1%
VLO vs BIDU
+1,407.1%
+156.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.9% |
| 7D | +5.2% | +2.4% | +2.8% | +4.6% |
| 30D | +22.6% | -10.5% | +33.1% | +25.2% |
| 3M | +43.8% | -26.2% | +70.0% | +52.7% |
| 6M | +65.7% | -16.4% | +82.1% | +69.0% |
| YTD | +131.1% | -23.9% | +155.0% | +139.0% |
| 1Y | +143.6% | +1.3% | +142.3% | +133.0% |
| 3Y | +201.4% | -32.1% | +233.5% | +206.1% |
| 5Y | +568.9% | -39.0% | +607.9% | +536.6% |
| 10Y | +891.8% | -44.0% | +935.9% | +777.9% |
| All | +1,563.1% | +1,407.1% | +156.0% | +623.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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