+87.2%
FTNT vs VLO
+454.4%
-367.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.9% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -33.6% | -16.6% | -17.0% | -31.4% |
| 3M | -20.9% | +12.3% | -33.2% | -23.2% |
| 6M | +11.0% | +47.8% | -36.9% | +1.9% |
| YTD | +61.3% | +126.7% | -65.4% | +35.6% |
| 1Y | +53.1% | +105.4% | -52.2% | +31.2% |
| 3Y | +152.1% | +222.0% | -69.9% | +92.9% |
| All | +87.2% | +454.4% | -367.3% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling