+103.3%
VLO vs FFIV
+28.8%
+74.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.7% | +2.6% |
| 7D | -6.5% | -2.1% | -4.4% | -6.1% |
| 30D | -17.8% | -33.8% | +16.0% | -12.9% |
| 3M | +19.6% | -20.6% | +40.2% | +20.8% |
| 6M | +49.3% | -10.2% | +59.5% | +45.7% |
| YTD | +122.4% | +24.5% | +97.9% | +98.5% |
| All | +103.3% | +28.8% | +74.5% | +82.0% |
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