+199.0%
VLO vs FFIV
+102.2%
+96.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -13.3% | -8.1% | -5.2% | -11.3% |
| 30D | -18.3% | -33.4% | +15.1% | -10.0% |
| 3M | +14.3% | -24.7% | +39.1% | +20.6% |
| 6M | +47.6% | -8.8% | +56.5% | +45.5% |
| YTD | +116.0% | +21.8% | +94.2% | +91.2% |
| 1Y | +101.0% | +25.3% | +75.7% | +75.9% |
| 3Y | +199.0% | +101.2% | +97.9% | +107.7% |
| All | +199.0% | +102.2% | +96.8% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling