+432.7%
VLO vs FIX
+1,045.2%
-612.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -9.5% | -13.9% | +4.4% | -8.1% |
| 30D | -19.1% | -35.5% | +16.4% | -15.3% |
| 3M | +11.4% | -33.9% | +45.3% | +16.0% |
| 6M | +46.7% | -43.3% | +90.0% | +54.7% |
| YTD | +118.6% | +18.7% | +100.0% | +105.6% |
| 1Y | +99.9% | +13.8% | +86.1% | +88.7% |
| 3Y | +210.5% | +495.0% | -284.5% | +95.3% |
| 5Y | +432.7% | +1,049.0% | -616.4% | +165.2% |
| All | +432.7% | +1,045.2% | -612.5% | +165.2% |
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