+105.4%
VLO vs FN
-19.6%
+124.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.9% | -2.2% | +3.7% |
| 7D | -0.4% | +8.0% | -8.5% | -0.4% |
| 30D | -16.6% | -19.1% | +2.6% | -17.1% |
| 3M | +12.3% | -29.8% | +42.1% | +11.3% |
| 6M | +47.8% | -43.2% | +91.0% | +45.4% |
| YTD | +126.7% | -18.9% | +145.7% | +123.4% |
| 1Y | +105.4% | -17.9% | +123.2% | +101.7% |
| All | +105.4% | -19.6% | +124.9% | +101.7% |
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