+754.3%
VLO vs FN
+850.1%
-95.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.9% | -2.2% | +2.8% |
| 7D | -0.4% | +8.0% | -8.5% | -1.9% |
| 30D | -16.6% | -19.1% | +2.6% | -14.6% |
| 3M | +12.3% | -29.8% | +42.1% | +16.6% |
| 6M | +47.8% | -43.2% | +91.0% | +56.3% |
| YTD | +126.7% | -18.9% | +145.7% | +118.2% |
| 1Y | +105.4% | -17.9% | +123.2% | +96.0% |
| 3Y | +222.0% | +120.1% | +101.9% | +128.4% |
| 5Y | +449.8% | +206.7% | +243.2% | +239.6% |
| 10Y | +754.3% | +804.7% | -50.3% | +296.4% |
| All | +754.3% | +850.1% | -95.8% | +296.4% |
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