+203.1%
VLO vs FICO
-24.0%
+227.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -3.9% |
| 7D | -8.7% | -0.3% | -8.4% | -8.7% |
| 30D | -16.2% | +1.7% | -17.9% | -16.4% |
| 3M | +16.2% | -35.2% | +51.3% | +17.1% |
| 6M | +39.8% | -33.7% | +73.4% | +40.0% |
| YTD | +119.0% | -58.2% | +177.1% | +126.2% |
| 1Y | +110.8% | -56.6% | +167.4% | +116.8% |
| All | +203.1% | -24.0% | +227.1% | +183.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling