+587.0%
VLO vs BTDR
+19.6%
+567.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.2% |
| 7D | +5.3% | -3.4% | +8.7% | +5.4% |
| 30D | +18.2% | +32.6% | -14.4% | +17.5% |
| 3M | +53.3% | -32.2% | +85.6% | +54.1% |
| 6M | +70.4% | +52.4% | +18.1% | +66.5% |
| YTD | +143.4% | +6.7% | +136.7% | +140.1% |
| 1Y | +153.0% | -15.2% | +168.2% | +149.4% |
| 3Y | +195.0% | +14.9% | +180.1% | +178.6% |
| 5Y | +618.8% | +20.8% | +598.0% | +583.3% |
| All | +587.0% | +19.6% | +567.4% | +548.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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