-79.1%
FIG vs VLO
+175.7%
-254.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -16.3% | +5.2% | -21.5% | -17.0% |
| 30D | -14.3% | +22.6% | -36.9% | -17.4% |
| 3M | +7.2% | +43.8% | -36.6% | +1.2% |
| 6M | -18.6% | +65.7% | -84.4% | -23.5% |
| YTD | -35.5% | +131.1% | -166.6% | -39.7% |
| 1Y | -55.8% | +143.6% | -199.4% | -56.5% |
| All | -79.1% | +175.7% | -254.8% | -75.2% |
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 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