+99.9%
VLO vs FICO
-58.1%
+158.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -1.7% |
| 7D | -9.5% | +0.9% | -10.4% | -9.5% |
| 30D | -19.1% | +9.4% | -28.6% | -19.2% |
| 3M | +11.4% | -30.4% | +41.8% | +9.6% |
| 6M | +46.7% | -35.1% | +81.9% | +43.5% |
| YTD | +118.6% | -56.8% | +175.4% | +108.2% |
| 1Y | +99.9% | -58.4% | +158.3% | +90.1% |
| All | +99.9% | -58.1% | +158.0% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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