+398.1%
VLO vs FGI
-70.0%
+468.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -9.5% | -4.1% | -5.4% | -9.5% |
| 30D | -19.1% | -3.4% | -15.8% | -19.1% |
| 3M | +11.4% | +61.8% | -50.4% | +9.7% |
| 6M | +46.7% | +17.0% | +29.7% | +44.9% |
| YTD | +118.6% | +31.4% | +87.2% | +113.8% |
| 1Y | +99.9% | +42.7% | +57.2% | +94.2% |
| 3Y | +210.5% | -0.1% | +210.6% | +197.3% |
| All | +398.1% | -70.0% | +468.1% | +383.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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