+432.5%
VLO vs FGI
-66.3%
+498.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.2% | -3.1% | +3.0% |
| 7D | +6.8% | +13.5% | -6.8% | +6.6% |
| 30D | -17.9% | +17.1% | -35.0% | -18.1% |
| 3M | +13.5% | +78.0% | -64.5% | +11.7% |
| 6M | +53.0% | +46.4% | +6.6% | +50.6% |
| YTD | +133.7% | +47.7% | +86.0% | +128.2% |
| 1Y | +115.7% | +56.8% | +58.9% | +109.3% |
| 3Y | +231.9% | +12.3% | +219.7% | +217.3% |
| All | +432.5% | -66.3% | +498.9% | +416.5% |
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