+192.9%
VLO vs BTSG
+495.4%
-302.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.2% |
| 7D | +6.8% | +8.5% | -1.7% | +6.1% |
| 30D | -17.9% | +14.0% | -31.9% | -18.6% |
| 3M | +13.5% | +19.7% | -6.2% | +12.2% |
| 6M | +53.0% | +28.7% | +24.3% | +49.8% |
| YTD | +133.7% | +90.8% | +42.9% | +119.8% |
| 1Y | +115.7% | +112.4% | +3.3% | +100.2% |
| All | +192.9% | +495.4% | -302.5% | +149.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling