+195.5%
VLO vs FFIV
+140.3%
+55.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +5.2% | -1.0% | +6.2% | +5.5% |
| 30D | +22.6% | -5.1% | +27.7% | +24.5% |
| 3M | +43.8% | -4.5% | +48.2% | +45.2% |
| 6M | +65.7% | +36.5% | +29.3% | +47.7% |
| YTD | +131.1% | +53.0% | +78.1% | +96.7% |
| 1Y | +143.6% | +24.2% | +119.4% | +122.9% |
| All | +195.5% | +140.3% | +55.2% | +107.6% |
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