+148.5%
VLO vs FICO
-39.2%
+187.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +5.8% | -15.4% | +21.2% | +5.2% |
| 30D | +28.3% | -10.4% | +38.7% | +28.0% |
| 3M | +48.7% | -22.7% | +71.4% | +47.2% |
| 6M | +71.9% | -36.8% | +108.7% | +70.6% |
| YTD | +138.7% | -44.8% | +183.5% | +136.3% |
| 1Y | +148.5% | -39.3% | +187.8% | +148.5% |
| All | +148.5% | -39.2% | +187.6% | +148.5% |
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