+924.9%
VLO vs BTG
+159.3%
+765.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +5.3% | -3.8% | +9.1% | +5.5% |
| 30D | +18.2% | +3.6% | +14.6% | +17.9% |
| 3M | +53.3% | +32.0% | +21.3% | +50.3% |
| 6M | +70.4% | +3.4% | +67.1% | +69.2% |
| YTD | +143.4% | +20.8% | +122.6% | +138.0% |
| 1Y | +153.0% | +22.4% | +130.6% | +146.4% |
| 3Y | +195.0% | +91.7% | +103.2% | +173.8% |
| 5Y | +618.8% | +79.0% | +539.8% | +568.7% |
| All | +924.9% | +159.3% | +765.6% | +846.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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