+51.8%
FTNT vs VLO
+120.8%
-68.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.8% | +1.7% |
| 7D | -25.7% | -6.0% | -19.7% | -25.0% |
| 30D | -29.7% | -12.9% | -16.9% | -28.7% |
| 3M | -23.1% | +18.3% | -41.5% | -26.1% |
| 6M | +45.0% | +46.4% | -1.5% | +34.6% |
| YTD | +62.9% | +127.7% | -64.8% | +50.8% |
| 1Y | +51.8% | +120.6% | -68.8% | +39.6% |
| All | +51.8% | +120.8% | -68.9% | +39.6% |
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