+560.5%
VLO vs FIX
+2,061.9%
-1,501.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | +5.2% | +6.0% | -0.8% | +4.5% |
| 30D | +22.6% | -7.2% | +29.8% | +23.5% |
| 3M | +43.8% | -15.9% | +59.6% | +45.8% |
| 6M | +65.7% | +12.7% | +53.0% | +60.3% |
| YTD | +131.1% | +72.8% | +58.3% | +108.4% |
| 1Y | +143.6% | +122.9% | +20.7% | +108.8% |
| 3Y | +201.4% | +774.3% | -572.9% | +78.9% |
| All | +560.5% | +2,061.9% | -1,501.4% | +165.8% |
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 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