+717.1%
VLO vs FE
+110.9%
+606.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -9.5% | -0.5% | -9.0% | -9.4% |
| 30D | -19.1% | +4.3% | -23.5% | -20.4% |
| 3M | +11.4% | +0.4% | +11.0% | +11.0% |
| 6M | +46.7% | +6.9% | +39.8% | +42.6% |
| YTD | +118.6% | +8.0% | +110.6% | +110.8% |
| 1Y | +99.9% | +4.8% | +95.1% | +94.7% |
| 3Y | +210.5% | +49.0% | +161.5% | +160.0% |
| 5Y | +432.7% | +46.2% | +386.5% | +343.9% |
| 10Y | +717.1% | +120.9% | +596.2% | +575.6% |
| All | +717.1% | +110.9% | +606.2% | +575.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling