+55.0%
FERG vs VLO
+200.7%
-145.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.2% | -1.4% |
| 7D | +3.4% | +5.8% | -2.4% | +2.5% |
| 30D | -11.5% | +28.3% | -39.8% | -14.9% |
| 3M | +1.3% | +48.7% | -47.5% | -5.1% |
| 6M | -1.0% | +71.9% | -72.9% | -10.6% |
| YTD | +3.2% | +138.7% | -135.4% | -14.3% |
| 1Y | -3.0% | +148.5% | -151.4% | -20.5% |
| 3Y | +55.0% | +192.7% | -137.6% | +20.4% |
| All | +55.0% | +200.7% | -145.6% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling