+148.5%
VLO vs FFIV
+23.1%
+125.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | +5.8% | -1.5% | +7.3% | +6.2% |
| 30D | +28.3% | -2.7% | +31.0% | +29.0% |
| 3M | +48.7% | -1.7% | +50.4% | +48.7% |
| 6M | +71.9% | +36.1% | +35.8% | +58.6% |
| YTD | +138.7% | +52.6% | +86.0% | +112.8% |
| 1Y | +148.5% | +21.5% | +126.9% | +138.4% |
| All | +148.5% | +23.1% | +125.4% | +138.4% |
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