+189.2%
VLO vs BTDR
+10.6%
+178.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +0.9% | +3.2% |
| 7D | +5.8% | +22.4% | -16.7% | +5.2% |
| 30D | +28.3% | +16.5% | +11.9% | +27.6% |
| 3M | +48.7% | -31.5% | +80.2% | +49.7% |
| 6M | +71.9% | +74.0% | -2.1% | +65.9% |
| YTD | +138.7% | +13.0% | +125.6% | +134.1% |
| 1Y | +148.5% | -0.2% | +148.7% | +142.2% |
| All | +189.2% | +10.6% | +178.7% | +168.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling