+12,213.6%
VLO vs FIX
+7,433.0%
+4,780.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -11.6% | +7.7% | -1.2% |
| 7D | -8.7% | -27.2% | +18.6% | -2.2% |
| 30D | -16.2% | -46.9% | +30.7% | -4.1% |
| 3M | +16.2% | -44.4% | +60.6% | +31.0% |
| 6M | +39.8% | -50.9% | +90.7% | +60.1% |
| YTD | +119.0% | +3.5% | +115.4% | +106.9% |
| 1Y | +110.8% | -2.1% | +112.9% | +100.9% |
| 3Y | +201.7% | +418.7% | -217.1% | +78.2% |
| 5Y | +426.2% | +894.6% | -468.3% | +158.1% |
| 10Y | +790.3% | +3,465.5% | -2,675.2% | +219.1% |
| All | +12,213.6% | +7,433.0% | +4,780.6% | +3,262.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling