+754.3%
VLO vs FE
+120.9%
+633.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -0.4% | -0.4% | -0.1% | -0.3% |
| 30D | -16.6% | +3.6% | -20.2% | -17.7% |
| 3M | +12.3% | +0.3% | +12.0% | +12.0% |
| 6M | +47.8% | +6.4% | +41.4% | +44.0% |
| YTD | +126.7% | +8.1% | +118.6% | +118.5% |
| 1Y | +105.4% | +4.6% | +100.8% | +100.3% |
| 3Y | +222.0% | +49.1% | +172.9% | +169.6% |
| 5Y | +449.8% | +46.1% | +403.7% | +358.4% |
| 10Y | +754.3% | +122.7% | +631.6% | +602.9% |
| All | +754.3% | +120.9% | +633.4% | +602.9% |
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