+196.7%
VLO vs BTSG
+493.4%
-296.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +9.6% | +6.0% | +3.6% | +9.2% |
| 30D | -17.4% | +12.4% | -29.8% | -18.1% |
| 3M | +10.8% | +18.2% | -7.5% | +9.5% |
| 6M | +56.9% | +26.0% | +30.9% | +53.9% |
| YTD | +136.8% | +90.1% | +46.6% | +122.7% |
| 1Y | +120.7% | +124.3% | -3.6% | +103.6% |
| All | +196.7% | +493.4% | -296.7% | +152.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling