+10,188.4%
VLO vs FE
+561.4%
+9,627.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +5.2% | +1.9% | +3.3% | +4.4% |
| 30D | +22.6% | -1.2% | +23.8% | +23.1% |
| 3M | +43.8% | +3.5% | +40.3% | +41.2% |
| 6M | +65.7% | -6.1% | +71.8% | +69.1% |
| YTD | +131.1% | +7.6% | +123.5% | +121.9% |
| 1Y | +143.6% | +11.9% | +131.7% | +129.6% |
| 3Y | +201.4% | +48.4% | +152.9% | +146.1% |
| 5Y | +568.9% | +44.8% | +524.1% | +444.6% |
| 10Y | +891.8% | +115.9% | +775.9% | +538.7% |
| All | +10,188.4% | +561.4% | +9,627.0% | +5,762.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling