+752.5%
VLO vs FFIV
+126.3%
+626.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +3.3% |
| 7D | -0.4% | -2.9% | +2.5% | +0.9% |
| 30D | -16.6% | -32.4% | +15.8% | -2.8% |
| 3M | +12.3% | -22.7% | +35.0% | +22.1% |
| 6M | +47.8% | -10.7% | +58.5% | +49.4% |
| YTD | +126.7% | +25.4% | +101.4% | +92.5% |
| 1Y | +105.4% | +34.2% | +71.2% | +68.2% |
| 3Y | +222.0% | +101.2% | +120.8% | +106.5% |
| 5Y | +449.8% | +42.0% | +407.9% | +309.0% |
| All | +752.5% | +126.3% | +626.3% | +311.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling