+2,111.2%
FTNT vs VLO
+933.4%
+1,177.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +1.6% | +4.0% | -2.4% | +0.8% |
| 30D | -1.9% | +19.0% | -20.9% | -5.4% |
| 3M | +14.4% | +50.0% | -35.6% | +4.9% |
| 6M | +88.7% | +79.1% | +9.5% | +66.1% |
| YTD | +100.0% | +140.3% | -40.2% | +65.3% |
| 1Y | +99.9% | +148.3% | -48.5% | +63.4% |
| 3Y | +147.9% | +194.6% | -46.7% | +91.8% |
| 5Y | +155.8% | +609.6% | -453.8% | +59.9% |
| All | +2,111.2% | +933.4% | +1,177.7% | +1,088.1% |
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