-57.3%
FIG vs VLO
+146.5%
-203.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.3% | -9.0% | -6.4% |
| 7D | -16.4% | +5.8% | -22.1% | -17.4% |
| 30D | -2.3% | +28.3% | -30.7% | -8.0% |
| 3M | +7.8% | +48.7% | -40.9% | -1.3% |
| 6M | -21.8% | +71.9% | -93.8% | -29.7% |
| YTD | -39.1% | +138.7% | -177.8% | -48.5% |
| All | -57.3% | +146.5% | -203.8% | -63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling