+120.6%
VLO vs BTSG
+111.7%
+8.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | -6.0% | +17.4% | -23.3% | -5.5% |
| 30D | -12.9% | +12.6% | -25.5% | -12.6% |
| 3M | +18.3% | +11.2% | +7.1% | +18.5% |
| 6M | +46.4% | +30.4% | +16.1% | +50.8% |
| YTD | +127.7% | +86.4% | +41.4% | +135.3% |
| 1Y | +120.6% | +117.9% | +2.7% | +124.2% |
| All | +120.6% | +111.7% | +8.9% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling