-83.6%
FIG vs VLO
+170.5%
-254.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.3% |
| 7D | -14.3% | -0.4% | -13.8% | -14.2% |
| 30D | -13.6% | -16.6% | +3.0% | -12.0% |
| 3M | -23.7% | +12.3% | -36.0% | -26.2% |
| 6M | -5.4% | +47.8% | -53.2% | -12.0% |
| YTD | -49.2% | +126.7% | -176.0% | -53.0% |
| 1Y | -57.4% | +105.4% | -162.7% | -59.9% |
| All | -83.6% | +170.5% | -254.1% | -80.7% |
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