+35,889.1%
VLO vs FICO
+104,095.6%
-68,206.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.7% | +16.7% | +3.1% |
| 7D | +5.2% | -19.2% | +24.4% | +9.1% |
| 30D | +22.6% | -14.6% | +37.2% | +25.6% |
| 3M | +43.8% | -20.1% | +63.9% | +47.9% |
| 6M | +65.7% | -36.3% | +102.1% | +75.7% |
| YTD | +131.1% | -44.9% | +176.0% | +150.9% |
| 1Y | +143.6% | -38.6% | +182.3% | +156.9% |
| 3Y | +201.4% | +4.0% | +197.4% | +178.8% |
| 5Y | +568.9% | +99.5% | +469.4% | +426.8% |
| 10Y | +891.8% | +604.7% | +287.1% | +515.2% |
| All | +35,889.1% | +104,095.6% | -68,206.5% | +14,453.8% |
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