-2.3%
FERG vs VLO
+143.4%
-145.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | 0.0% | +5.2% | -5.2% | 0.0% |
| 30D | -10.2% | +22.6% | -32.8% | -10.1% |
| 3M | -0.6% | +43.8% | -44.4% | -0.3% |
| 6M | -6.5% | +65.7% | -72.3% | -8.1% |
| YTD | +4.2% | +131.1% | -126.9% | -5.3% |
| 1Y | -2.3% | +143.6% | -145.9% | -13.2% |
| All | -2.3% | +143.4% | -145.6% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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