+1,910.4%
FTNT vs VLO
+790.8%
+1,119.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.1% |
| 7D | +7.1% | +9.6% | -2.6% | +5.0% |
| 30D | -30.9% | -17.4% | -13.5% | -28.2% |
| 3M | -23.1% | +10.8% | -33.9% | -25.1% |
| 6M | +8.1% | +56.9% | -48.9% | -2.3% |
| YTD | +60.2% | +136.8% | -76.6% | +32.2% |
| 1Y | +57.0% | +120.7% | -63.7% | +31.3% |
| 3Y | +152.9% | +231.9% | -79.0% | +90.2% |
| 5Y | +85.9% | +479.0% | -393.1% | +21.3% |
| All | +1,910.4% | +790.8% | +1,119.7% | +987.8% |
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