+348.1%
FERG vs VLO
+933.4%
-585.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -1.0% | +4.0% | -5.0% | -1.5% |
| 30D | -11.8% | +19.0% | -30.8% | -13.6% |
| 3M | -1.2% | +50.0% | -51.2% | -6.0% |
| 6M | -2.3% | +79.1% | -81.4% | -9.5% |
| YTD | +0.8% | +140.3% | -139.5% | -10.3% |
| 1Y | +0.5% | +148.3% | -147.8% | -11.0% |
| 3Y | +51.4% | +194.6% | -143.3% | +29.9% |
| 5Y | +67.5% | +609.6% | -542.1% | +31.3% |
| All | +348.1% | +933.4% | -585.3% | +235.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling