+203.8%
VLO vs BTSG
+416.6%
-212.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.6% |
| 7D | +6.2% | +2.9% | +3.4% | +6.1% |
| 30D | +23.5% | +0.9% | +22.6% | +23.4% |
| 3M | +53.9% | +1.6% | +52.2% | +53.2% |
| 6M | +81.7% | +46.8% | +34.9% | +75.1% |
| YTD | +142.5% | +65.5% | +76.9% | +130.3% |
| 1Y | +145.4% | +136.2% | +9.2% | +123.8% |
| All | +203.8% | +416.6% | -212.8% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling