+614.6%
VLO vs BTDR
+24.7%
+589.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +1.6% |
| 7D | +6.2% | +14.8% | -8.6% | +5.9% |
| 30D | +23.5% | +41.8% | -18.3% | +22.5% |
| 3M | +53.9% | -29.2% | +83.0% | +54.5% |
| 6M | +81.7% | +66.2% | +15.5% | +77.0% |
| YTD | +142.5% | +10.0% | +132.5% | +139.0% |
| 1Y | +145.4% | -11.0% | +156.4% | +141.7% |
| 3Y | +197.3% | +6.9% | +190.4% | +180.5% |
| 5Y | +614.6% | +24.7% | +589.9% | +570.2% |
| All | +614.6% | +24.7% | +589.9% | +570.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling