+99.9%
VLO vs FGI
+45.2%
+54.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.1% |
| 6M | +46.7% | +17.0% | +29.7% | +46.0% |
| YTD | +118.6% | +31.4% | +87.2% | +120.5% |
| 1Y | +99.9% | +42.7% | +57.2% | +102.8% |
| All | +99.9% | +45.2% | +54.7% | +102.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling