+120.6%
VLO vs FN
-25.7%
+146.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.0% | +0.2% | -5.9% |
| 7D | -6.0% | -7.0% | +1.0% | -6.1% |
| 30D | -12.9% | -24.7% | +11.8% | -13.4% |
| 3M | +18.3% | -35.7% | +54.0% | +17.2% |
| 6M | +46.4% | -52.4% | +98.8% | +43.0% |
| YTD | +127.7% | -25.0% | +152.7% | +125.3% |
| 1Y | +120.6% | -25.7% | +146.3% | +119.0% |
| All | +120.6% | -25.7% | +146.3% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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