+392.1%
VLO vs FGI
-70.6%
+462.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -13.3% | -7.0% | -6.4% | -13.2% |
| 30D | -18.3% | -4.2% | -14.1% | -18.3% |
| 3M | +14.3% | +55.6% | -41.3% | +12.7% |
| 6M | +47.6% | -3.2% | +50.8% | +46.1% |
| YTD | +116.0% | +29.1% | +86.8% | +111.2% |
| 1Y | +101.0% | +51.0% | +50.0% | +95.1% |
| 3Y | +199.0% | +1.5% | +197.5% | +185.7% |
| All | +392.1% | -70.6% | +462.6% | +378.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling