+12,046.0%
VLO vs FIX
+7,843.3%
+4,202.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -2.6% |
| 7D | -13.3% | -17.5% | +4.1% | -9.7% |
| 30D | -18.3% | -41.6% | +23.3% | -8.5% |
| 3M | +14.3% | -40.6% | +54.9% | +27.0% |
| 6M | +47.6% | -49.4% | +97.0% | +67.9% |
| YTD | +116.0% | +9.2% | +106.8% | +101.5% |
| 1Y | +101.0% | +6.5% | +94.6% | +87.9% |
| 3Y | +199.0% | +448.7% | -249.7% | +74.3% |
| 5Y | +419.0% | +948.7% | -529.7% | +151.4% |
| 10Y | +778.2% | +3,659.7% | -2,881.5% | +210.8% |
| All | +12,046.0% | +7,843.3% | +4,202.7% | +3,174.8% |
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 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