+143.6%
VLO vs FE
+11.4%
+132.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | -0.1% |
| 7D | +5.2% | +1.9% | +3.3% | +5.7% |
| 30D | +22.6% | -1.2% | +23.8% | +22.3% |
| 3M | +43.8% | +3.5% | +40.3% | +44.8% |
| 6M | +65.7% | -6.1% | +71.8% | +63.4% |
| YTD | +131.1% | +7.6% | +123.5% | +130.3% |
| 1Y | +143.6% | +11.9% | +131.7% | +140.4% |
| All | +143.6% | +11.4% | +132.2% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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