+120.6%
VLO vs FE
+6.1%
+114.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.7% | -5.8% |
| 7D | -6.0% | +1.7% | -7.6% | -5.6% |
| 30D | -12.9% | +8.1% | -21.0% | -11.5% |
| 3M | +18.3% | -1.3% | +19.6% | +17.9% |
| 6M | +46.4% | +2.9% | +43.5% | +46.9% |
| YTD | +127.7% | +8.6% | +119.2% | +125.9% |
| 1Y | +120.6% | +6.3% | +114.3% | +119.2% |
| All | +120.6% | +6.1% | +114.5% | +119.2% |
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