+143.6%
VLO vs FANG
+43.7%
+99.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.0% |
| 7D | +5.2% | +0.8% | +4.4% | +4.8% |
| 30D | +22.6% | +7.6% | +15.0% | +17.8% |
| 3M | +43.8% | -1.3% | +45.1% | +44.1% |
| 6M | +65.7% | +14.7% | +51.1% | +55.3% |
| YTD | +131.1% | +34.8% | +96.3% | +100.8% |
| 1Y | +143.6% | +42.9% | +100.7% | +104.3% |
| All | +143.6% | +43.7% | +99.9% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling