+141.6%
FTNT vs VLO
+195.4%
-53.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | +1.7% | +6.2% | -4.5% | +0.4% |
| 30D | -4.3% | +23.5% | -27.8% | -8.7% |
| 3M | +13.6% | +53.9% | -40.2% | +3.2% |
| 6M | +87.6% | +81.7% | +5.9% | +63.9% |
| YTD | +98.0% | +142.5% | -44.5% | +62.6% |
| 1Y | +96.9% | +145.4% | -48.5% | +60.5% |
| All | +141.6% | +195.4% | -53.8% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling