+420.0%
VLO vs FIX
+933.9%
-513.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -2.0% |
| 7D | -13.3% | -17.5% | +4.1% | -11.4% |
| 30D | -18.3% | -41.6% | +23.3% | -13.4% |
| 3M | +14.3% | -40.6% | +54.9% | +20.7% |
| 6M | +47.6% | -49.4% | +97.0% | +57.8% |
| YTD | +116.0% | +9.2% | +106.8% | +105.1% |
| 1Y | +101.0% | +6.5% | +94.6% | +91.2% |
| 3Y | +199.0% | +448.7% | -249.7% | +89.8% |
| All | +420.0% | +933.9% | -513.9% | +164.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling