+192.7%
VLO vs FLR
+60.4%
+132.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.2% |
| 7D | +5.8% | +0.7% | +5.1% | +5.7% |
| 30D | +28.3% | -0.7% | +29.0% | +28.3% |
| 3M | +48.7% | +14.3% | +34.4% | +45.5% |
| 6M | +71.9% | +25.6% | +46.3% | +64.4% |
| YTD | +138.7% | +42.9% | +95.8% | +122.0% |
| 1Y | +148.5% | +38.7% | +109.7% | +130.3% |
| 3Y | +192.7% | +61.8% | +130.9% | +147.2% |
| All | +192.7% | +60.4% | +132.3% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling