+9,514.9%
VLO vs FE
+556.6%
+8,958.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -0.8% |
| 7D | -13.3% | -1.0% | -12.3% | -13.0% |
| 30D | -18.3% | +4.1% | -22.5% | -19.8% |
| 3M | +14.3% | -1.0% | +15.4% | +14.6% |
| 6M | +47.6% | +4.0% | +43.6% | +44.3% |
| YTD | +116.0% | +6.8% | +109.1% | +107.8% |
| 1Y | +101.0% | +5.3% | +95.7% | +94.5% |
| 3Y | +199.0% | +44.6% | +154.4% | +147.1% |
| 5Y | +419.0% | +44.2% | +374.8% | +323.4% |
| 10Y | +778.2% | +107.3% | +670.9% | +476.2% |
| All | +9,514.9% | +556.6% | +8,958.2% | +5,388.1% |
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