+768.4%
VLO vs FE
+107.4%
+661.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | -13.3% | 0.0% | -13.3% | -13.3% |
| 30D | -18.3% | +5.2% | -23.5% | -19.8% |
| 3M | +14.3% | 0.0% | +14.4% | +14.1% |
| 6M | +47.6% | +5.0% | +42.6% | +44.4% |
| YTD | +116.0% | +7.9% | +108.1% | +108.4% |
| 1Y | +101.0% | +6.3% | +94.7% | +94.9% |
| 3Y | +199.0% | +46.0% | +153.0% | +153.2% |
| 5Y | +419.0% | +45.6% | +373.4% | +334.7% |
| All | +768.4% | +107.4% | +661.1% | +627.1% |
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