+223.1%
VLO vs FIX
+503.8%
-280.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.4% | -6.4% | +2.2% |
| 7D | -6.5% | -7.2% | +0.8% | -6.0% |
| 30D | -17.8% | -35.1% | +17.4% | -15.4% |
| 3M | +19.6% | -34.3% | +53.9% | +22.7% |
| 6M | +49.3% | -42.9% | +92.2% | +54.1% |
| YTD | +122.4% | +19.5% | +102.9% | +112.7% |
| 1Y | +107.4% | +16.8% | +90.7% | +98.6% |
| 3Y | +223.1% | +506.7% | -283.6% | +126.8% |
| All | +223.1% | +503.8% | -280.7% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling