+81.9%
FERG vs VLO
+454.4%
-372.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.8% | +1.3% |
| 7D | +6.4% | -0.4% | +6.9% | +6.5% |
| 30D | +19.9% | -16.6% | +36.5% | +23.2% |
| 3M | +5.6% | +12.3% | -6.7% | +2.8% |
| 6M | +9.2% | +47.8% | -38.6% | +0.9% |
| YTD | +20.6% | +126.7% | -106.1% | +0.7% |
| 1Y | +5.7% | +105.4% | -99.7% | -9.9% |
| 3Y | +73.6% | +222.0% | -148.4% | +32.1% |
| All | +81.9% | +454.4% | -372.5% | +18.6% |
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