+426.5%
VLO vs FGI
-70.4%
+496.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | -0.1% |
| 7D | +5.2% | +0.5% | +4.7% | +5.2% |
| 30D | +22.6% | +65.4% | -42.8% | +20.8% |
| 3M | +43.8% | +23.5% | +20.3% | +42.0% |
| 6M | +65.7% | +60.5% | +5.2% | +61.6% |
| YTD | +131.1% | +30.0% | +101.1% | +126.1% |
| 1Y | +143.6% | +82.1% | +61.6% | +132.2% |
| 3Y | +201.4% | -4.4% | +205.8% | +189.1% |
| All | +426.5% | -70.4% | +496.9% | +411.8% |
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 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