-83.2%
FIG vs VLO
+165.3%
-248.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.2% | +2.7% |
| 7D | -12.6% | -6.5% | -6.1% | -12.0% |
| 30D | -13.8% | -17.8% | +4.0% | -12.0% |
| 3M | -16.7% | +19.6% | -36.3% | -20.3% |
| 6M | -6.1% | +49.3% | -55.4% | -12.6% |
| YTD | -48.1% | +122.4% | -170.5% | -51.8% |
| 1Y | -56.2% | +107.4% | -163.6% | -58.8% |
| All | -83.2% | +165.3% | -248.5% | -80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling