+471.6%
VLO vs FE
+46.0%
+425.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +6.8% | -0.3% | +7.0% | +6.8% |
| 30D | -17.9% | +3.9% | -21.7% | -18.6% |
| 3M | +13.5% | -0.1% | +13.6% | +13.5% |
| 6M | +53.0% | +6.1% | +47.0% | +50.4% |
| YTD | +133.7% | +8.1% | +125.7% | +127.3% |
| 1Y | +115.7% | +4.4% | +111.3% | +111.7% |
| 3Y | +231.9% | +49.0% | +182.9% | +184.5% |
| 5Y | +471.6% | +46.1% | +425.4% | +365.3% |
| All | +471.6% | +46.0% | +425.6% | +365.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling