+202.4%
VLO vs FIX
+782.4%
-580.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +5.2% | +6.0% | -0.8% | +4.8% |
| 30D | +22.6% | -7.2% | +29.8% | +23.1% |
| 3M | +43.8% | -15.9% | +59.6% | +44.9% |
| 6M | +65.7% | +12.7% | +53.0% | +62.4% |
| YTD | +131.1% | +72.8% | +58.3% | +116.5% |
| 1Y | +143.6% | +122.9% | +20.7% | +120.9% |
| All | +202.4% | +782.4% | -580.0% | +136.4% |
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