+120.6%
VLO vs FFIV
+33.5%
+87.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.3% | -5.7% |
| 7D | -6.0% | -9.8% | +3.8% | -4.7% |
| 30D | -12.9% | -28.1% | +15.2% | -9.3% |
| 3M | +18.3% | -20.0% | +38.4% | +19.7% |
| 6M | +46.4% | -0.1% | +46.5% | +40.1% |
| YTD | +127.7% | +29.2% | +98.6% | +103.7% |
| 1Y | +120.6% | +36.6% | +84.0% | +98.7% |
| All | +120.6% | +33.5% | +87.1% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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