+9,303.7%
FTNT vs VLO
+3,976.9%
+5,326.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -5.8% | +5.2% | -11.1% | -7.1% |
| 30D | -4.8% | +22.6% | -27.4% | -9.6% |
| 3M | +4.4% | +43.8% | -39.3% | -4.9% |
| 6M | +88.8% | +65.7% | +23.0% | +65.1% |
| YTD | +96.8% | +131.1% | -34.3% | +57.8% |
| 1Y | +104.5% | +143.6% | -39.2% | +61.0% |
| 3Y | +156.8% | +201.4% | -44.6% | +87.1% |
| 5Y | +144.1% | +568.9% | -424.8% | +38.5% |
| 10Y | +2,021.8% | +891.8% | +1,130.0% | +845.0% |
| All | +9,303.7% | +3,976.9% | +5,326.8% | +2,127.9% |
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