+552.3%
VLO vs BTDR
+23.8%
+528.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.1% |
| 7D | +5.2% | +20.0% | -14.8% | +4.8% |
| 30D | +22.6% | +11.9% | +10.7% | +22.2% |
| 3M | +43.8% | -36.9% | +80.7% | +44.8% |
| 6M | +65.7% | +56.5% | +9.2% | +61.8% |
| YTD | +131.1% | +10.4% | +120.7% | +127.8% |
| 1Y | +143.6% | +3.1% | +140.6% | +138.7% |
| 3Y | +201.4% | -2.6% | +204.0% | +184.2% |
| 5Y | +568.9% | +25.2% | +543.7% | +535.8% |
| All | +552.3% | +23.8% | +528.5% | +514.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling