+9,523.1%
VLO vs FLR
+603.8%
+8,919.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.9% |
| 7D | +5.2% | +5.4% | -0.2% | +3.2% |
| 30D | +22.6% | +11.4% | +11.2% | +16.4% |
| 3M | +43.8% | +11.4% | +32.4% | +35.3% |
| 6M | +65.7% | +16.6% | +49.1% | +50.1% |
| YTD | +131.1% | +41.7% | +89.4% | +93.3% |
| 1Y | +143.6% | +35.4% | +108.2% | +104.3% |
| 3Y | +201.4% | +57.3% | +144.1% | +119.4% |
| 5Y | +568.9% | +241.0% | +327.9% | +243.8% |
| 10Y | +891.8% | +16.6% | +875.2% | +498.7% |
| All | +9,523.1% | +603.8% | +8,919.3% | +3,852.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling