+2,292.2%
VLO vs FANG
+1,395.6%
+896.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.0% |
| 7D | +6.2% | -0.4% | +6.6% | +6.4% |
| 30D | +23.5% | +2.4% | +21.1% | +22.2% |
| 3M | +53.9% | +4.9% | +49.0% | +50.4% |
| 6M | +81.7% | +12.0% | +69.6% | +72.8% |
| YTD | +142.5% | +37.1% | +105.4% | +111.2% |
| 1Y | +145.4% | +52.3% | +93.2% | +104.3% |
| 3Y | +197.3% | +45.0% | +152.4% | +150.2% |
| 5Y | +614.6% | +231.0% | +383.6% | +339.5% |
| 10Y | +938.9% | +177.5% | +761.4% | +439.6% |
| All | +2,292.2% | +1,395.6% | +896.6% | +715.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling