+57.0%
FTNT vs VLO
+117.8%
-60.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | +7.1% | +9.6% | -2.6% | +5.4% |
| 30D | -30.9% | -17.4% | -13.5% | -29.4% |
| 3M | -23.1% | +10.8% | -33.9% | -25.3% |
| 6M | +8.1% | +56.9% | -48.9% | -1.3% |
| YTD | +60.2% | +136.8% | -76.6% | +43.4% |
| 1Y | +57.0% | +120.7% | -63.7% | +41.1% |
| All | +57.0% | +117.8% | -60.8% | +41.1% |
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 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