+426.2%
VLO vs FICO
+84.1%
+342.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.5% |
| 3M | +16.2% | -35.2% | +51.3% | +18.3% |
| 6M | +39.8% | -33.7% | +73.4% | +41.3% |
| YTD | +119.0% | -58.2% | +177.1% | +129.7% |
| 1Y | +110.8% | -56.6% | +167.4% | +120.1% |
| 3Y | +201.7% | -24.0% | +225.7% | +192.8% |
| 5Y | +426.2% | +86.1% | +340.1% | +331.0% |
| All | +426.2% | +84.1% | +342.2% | +331.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling