+924.9%
VLO vs FLR
+19.7%
+905.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +5.3% | -3.5% | +8.8% | +6.3% |
| 30D | +18.2% | +4.2% | +14.1% | +16.8% |
| 3M | +53.3% | +8.1% | +45.3% | +48.1% |
| 6M | +70.4% | +21.5% | +48.9% | +56.4% |
| YTD | +143.4% | +36.8% | +106.6% | +114.5% |
| 1Y | +153.0% | +31.2% | +121.8% | +123.3% |
| 3Y | +195.0% | +53.9% | +141.1% | +132.6% |
| 5Y | +618.8% | +243.0% | +375.7% | +331.0% |
| All | +924.9% | +19.7% | +905.1% | +563.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling