+101.0%
VLO vs FN
-33.3%
+134.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.0% | -1.3% |
| 7D | -13.3% | 0.0% | -13.3% | -13.2% |
| 30D | -18.3% | -34.3% | +16.0% | -18.9% |
| 3M | +14.3% | -39.9% | +54.2% | +13.3% |
| 6M | +47.6% | -51.8% | +99.5% | +44.8% |
| YTD | +116.0% | -28.1% | +144.1% | +112.7% |
| 1Y | +101.0% | -29.1% | +130.1% | +98.1% |
| All | +101.0% | -33.3% | +134.3% | +98.1% |
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 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