+7,607.6%
FTNT vs VLO
+3,899.8%
+3,707.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.7% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | -33.6% | -16.6% | -17.0% | -30.7% |
| 3M | -20.9% | +12.3% | -33.2% | -23.6% |
| 6M | +11.0% | +47.8% | -36.9% | -0.3% |
| YTD | +61.3% | +126.7% | -65.4% | +29.2% |
| 1Y | +53.1% | +105.4% | -52.2% | +25.5% |
| 3Y | +152.1% | +222.0% | -69.9% | +79.7% |
| 5Y | +90.1% | +449.8% | -359.7% | +13.5% |
| 10Y | +1,910.4% | +754.3% | +1,156.0% | +836.3% |
| All | +7,607.6% | +3,899.8% | +3,707.8% | +1,724.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling