+1,348.4%
FERG vs VLO
+3,706.9%
-2,358.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | 0.0% | +5.2% | -5.2% | -0.4% |
| 30D | -10.2% | +22.6% | -32.8% | -11.7% |
| 3M | -0.6% | +43.8% | -44.4% | -3.6% |
| 6M | -6.5% | +65.7% | -72.3% | -10.7% |
| YTD | +4.2% | +131.1% | -126.9% | -3.4% |
| 1Y | -2.3% | +143.6% | -145.9% | -9.9% |
| 3Y | +48.5% | +201.4% | -152.9% | +33.8% |
| 5Y | +72.0% | +568.9% | -496.9% | +47.5% |
| 10Y | +369.9% | +891.8% | -521.9% | +294.9% |
| All | +1,348.4% | +3,706.9% | -2,358.5% | +1,170.6% |
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 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