-80.9%
FIG vs VLO
+189.3%
-270.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.8% | -3.5% |
| 7D | -14.5% | +6.2% | -20.7% | -15.3% |
| 30D | -13.3% | +23.5% | -36.8% | -16.5% |
| 3M | +7.4% | +53.9% | -46.4% | +0.4% |
| 6M | -27.8% | +81.7% | -109.5% | -32.6% |
| YTD | -41.1% | +142.5% | -183.6% | -45.4% |
| 1Y | -58.7% | +145.4% | -204.2% | -61.3% |
| All | -80.9% | +189.3% | -270.2% | -77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling