+743.6%
VLO vs FIX
+4,032.2%
-3,288.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.4% | -6.4% | +0.3% |
| 7D | -6.5% | -7.2% | +0.8% | -5.0% |
| 30D | -17.8% | -35.1% | +17.4% | -8.1% |
| 3M | +19.6% | -34.3% | +53.9% | +32.3% |
| 6M | +49.3% | -42.9% | +92.2% | +69.2% |
| YTD | +122.4% | +19.5% | +102.9% | +93.8% |
| 1Y | +107.4% | +16.8% | +90.7% | +80.9% |
| 3Y | +223.1% | +506.7% | -283.6% | +28.0% |
| 5Y | +432.2% | +1,046.7% | -614.5% | +46.2% |
| 10Y | +743.6% | +3,800.0% | -3,056.3% | +26.7% |
| All | +743.6% | +4,032.2% | -3,288.5% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling