+176.9%
VLO vs BIYA
-99.9%
+276.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -1.8% |
| 7D | -9.5% | -4.1% | -5.5% | -9.5% |
| 30D | -19.1% | -35.5% | +16.4% | -18.7% |
| 3M | +11.4% | -56.3% | +67.7% | +12.1% |
| 6M | +46.7% | -88.7% | +135.4% | +46.5% |
| YTD | +118.6% | -97.0% | +215.6% | +120.3% |
| 1Y | +99.9% | -98.7% | +198.6% | +107.0% |
| All | +176.9% | -99.9% | +276.8% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling