+568.3%
VLO vs BTDR
-44.0%
+612.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.6% | +9.9% | +1.5% |
| 7D | +9.6% | -6.9% | +16.5% | +9.7% |
| 30D | -17.4% | -31.5% | +14.2% | -16.9% |
| 3M | +10.8% | -36.1% | +46.8% | +11.3% |
| 6M | +56.9% | -57.6% | +114.6% | +58.3% |
| YTD | +136.8% | -50.0% | +186.8% | +136.4% |
| 1Y | +120.7% | -49.6% | +170.3% | +120.1% |
| 3Y | +231.9% | +48.5% | +183.4% | +216.1% |
| 5Y | +479.0% | -43.8% | +522.8% | +455.5% |
| All | +568.3% | -44.0% | +612.3% | +538.1% |
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