+603.4%
VLO vs FLR
+256.3%
+347.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.1% |
| 7D | +5.8% | +0.7% | +5.1% | +5.6% |
| 30D | +28.3% | -0.7% | +29.0% | +28.2% |
| 3M | +48.7% | +14.3% | +34.4% | +42.6% |
| 6M | +71.9% | +25.6% | +46.3% | +58.5% |
| YTD | +138.7% | +42.9% | +95.8% | +111.1% |
| 1Y | +148.5% | +38.7% | +109.7% | +118.9% |
| 3Y | +192.7% | +61.8% | +130.9% | +122.4% |
| All | +603.4% | +256.3% | +347.1% | +282.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling