+768.4%
VLO vs FN
+753.0%
+15.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.0% | -3.1% |
| 7D | -13.3% | 0.0% | -13.3% | -13.6% |
| 30D | -18.3% | -34.3% | +16.0% | -13.7% |
| 3M | +14.3% | -39.9% | +54.2% | +21.4% |
| 6M | +47.6% | -51.8% | +99.5% | +60.1% |
| YTD | +116.0% | -28.1% | +144.1% | +111.8% |
| 1Y | +101.0% | -29.1% | +130.1% | +96.5% |
| 3Y | +199.0% | +102.4% | +96.6% | +114.7% |
| 5Y | +419.0% | +171.7% | +247.4% | +228.2% |
| All | +768.4% | +753.0% | +15.4% | +311.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling