+98.0%
VLO vs FE
+4.8%
+93.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.8% |
| 7D | -9.5% | -0.5% | -9.0% | -9.6% |
| 30D | -19.1% | +4.3% | -23.5% | -18.4% |
| 3M | +11.4% | +0.4% | +11.0% | +11.3% |
| 6M | +46.7% | +6.9% | +39.8% | +48.4% |
| YTD | +118.6% | +8.0% | +110.6% | +117.2% |
| All | +98.0% | +4.8% | +93.2% | +96.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling