+900.2%
VLO vs FE
+113.1%
+787.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.5% |
| 7D | +5.8% | +0.6% | +5.1% | +5.5% |
| 30D | +28.3% | -2.1% | +30.5% | +29.2% |
| 3M | +48.7% | +2.6% | +46.1% | +47.0% |
| 6M | +71.9% | -6.8% | +78.7% | +75.3% |
| YTD | +138.7% | +6.9% | +131.8% | +131.3% |
| 1Y | +148.5% | +11.6% | +136.9% | +136.7% |
| 3Y | +192.7% | +47.7% | +145.0% | +146.4% |
| 5Y | +601.6% | +46.2% | +555.4% | +486.3% |
| 10Y | +900.2% | +109.2% | +791.0% | +714.5% |
| All | +900.2% | +113.1% | +787.1% | +714.5% |
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