+69.3%
FERG vs VLO
+619.0%
-549.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | +0.9% | +6.2% | -5.3% | -0.1% |
| 30D | -15.1% | +23.5% | -38.6% | -18.1% |
| 3M | -4.8% | +53.9% | -58.7% | -11.9% |
| 6M | -2.5% | +81.7% | -84.1% | -13.3% |
| YTD | +1.8% | +142.5% | -140.7% | -15.2% |
| 1Y | -0.3% | +145.4% | -145.8% | -17.3% |
| 3Y | +52.9% | +197.3% | -144.4% | +19.4% |
| 5Y | +69.3% | +614.6% | -545.3% | +9.8% |
| All | +69.3% | +619.0% | -549.7% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling