+33,997.0%
VLO vs FICO
+78,963.7%
-44,966.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.0% |
| 7D | -8.7% | -0.3% | -8.4% | -8.6% |
| 30D | -16.2% | +1.7% | -17.9% | -16.9% |
| 3M | +16.2% | -35.2% | +51.3% | +23.4% |
| 6M | +39.8% | -33.7% | +73.4% | +46.2% |
| YTD | +119.0% | -58.2% | +177.1% | +146.4% |
| 1Y | +110.8% | -56.6% | +167.4% | +135.2% |
| 3Y | +201.7% | -24.0% | +225.7% | +191.9% |
| 5Y | +426.2% | +86.1% | +340.1% | +312.0% |
| 10Y | +790.3% | +522.8% | +267.5% | +458.0% |
| All | +33,997.0% | +78,963.7% | -44,966.7% | +14,191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling