+120.6%
VLO vs FANG
+32.3%
+88.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.9% | -0.8% | -3.1% |
| 7D | -6.0% | -11.3% | +5.4% | +0.2% |
| 30D | -12.9% | -0.7% | -12.2% | -12.4% |
| 3M | +18.3% | -4.2% | +22.5% | +20.1% |
| 6M | +46.4% | -13.5% | +59.9% | +56.4% |
| YTD | +127.7% | +23.7% | +104.0% | +107.3% |
| 1Y | +120.6% | +34.3% | +86.3% | +83.0% |
| All | +120.6% | +32.3% | +88.3% | +83.0% |
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