+588.7%
VLO vs FANG
+232.6%
+356.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +5.3% | +2.9% | +2.4% | +3.4% |
| 30D | +18.2% | +2.6% | +15.6% | +16.2% |
| 3M | +53.3% | +7.6% | +45.8% | +45.7% |
| 6M | +70.4% | +17.3% | +53.1% | +53.2% |
| YTD | +143.4% | +38.7% | +104.7% | +95.6% |
| 1Y | +153.0% | +51.6% | +101.4% | +91.6% |
| 3Y | +195.0% | +50.0% | +145.0% | +116.9% |
| All | +588.7% | +232.6% | +356.1% | +211.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling