+143.6%
VLO vs FLR
+31.2%
+112.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | -0.1% |
| 7D | +5.2% | +5.4% | -0.2% | +5.5% |
| 30D | +22.6% | +11.4% | +11.2% | +23.2% |
| 3M | +43.8% | +11.4% | +32.4% | +44.5% |
| 6M | +65.7% | +16.6% | +49.1% | +67.6% |
| YTD | +131.1% | +41.7% | +89.4% | +131.1% |
| 1Y | +143.6% | +35.4% | +108.2% | +148.6% |
| All | +143.6% | +31.2% | +112.4% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling