+115.7%
VLO vs FN
-21.9%
+137.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.1% | +7.2% | +3.1% |
| 7D | +6.8% | +20.8% | -14.0% | +6.9% |
| 30D | -17.9% | -17.3% | -0.6% | -18.2% |
| 3M | +13.5% | -38.1% | +51.7% | +12.3% |
| 6M | +53.0% | -44.2% | +97.3% | +50.7% |
| YTD | +133.7% | -22.3% | +156.0% | +130.5% |
| 1Y | +115.7% | -20.9% | +136.6% | +112.4% |
| All | +115.7% | -21.9% | +137.6% | +112.4% |
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 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