+768.4%
VLO vs FE
+105.3%
+663.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -0.9% |
| 7D | -13.3% | -1.0% | -12.3% | -13.0% |
| 30D | -18.3% | +4.1% | -22.5% | -19.5% |
| 3M | +14.3% | -1.0% | +15.4% | +14.5% |
| 6M | +47.6% | +4.0% | +43.6% | +44.9% |
| YTD | +116.0% | +6.8% | +109.1% | +109.1% |
| 1Y | +101.0% | +5.3% | +95.7% | +95.6% |
| 3Y | +199.0% | +44.6% | +154.4% | +154.1% |
| 5Y | +419.0% | +44.2% | +374.8% | +336.2% |
| All | +768.4% | +105.3% | +663.1% | +629.6% |
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