+155.8%
FTNT vs VLO
+600.5%
-444.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.1% |
| 3M | +14.4% | +50.0% | -35.6% | +5.7% |
| 6M | +88.7% | +79.1% | +9.5% | +68.2% |
| YTD | +100.0% | +140.3% | -40.2% | +68.7% |
| 1Y | +99.9% | +148.3% | -48.5% | +66.9% |
| 3Y | +147.9% | +194.6% | -46.7% | +96.1% |
| 5Y | +155.8% | +609.6% | -453.8% | +105.0% |
| All | +155.8% | +600.5% | -444.7% | +105.0% |
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