+1,526.4%
FERG vs VLO
+3,800.5%
-2,274.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +9.7% | +9.6% | +0.1% | +9.0% |
| 30D | +15.0% | -17.4% | +32.4% | +16.6% |
| 3M | +3.8% | +10.8% | -7.0% | +2.7% |
| 6M | +10.6% | +56.9% | -46.3% | +6.2% |
| YTD | +17.0% | +136.8% | -119.8% | +8.0% |
| 1Y | +7.1% | +120.7% | -113.6% | -0.5% |
| 3Y | +67.7% | +231.9% | -164.2% | +49.9% |
| 5Y | +76.4% | +479.0% | -402.6% | +52.0% |
| 10Y | +424.2% | +792.2% | -367.9% | +339.4% |
| All | +1,526.4% | +3,800.5% | -2,274.1% | +1,320.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling