+120.7%
VLO vs FN
-25.5%
+146.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.3% | +8.6% | +1.3% |
| 7D | +9.6% | +0.3% | +9.4% | +9.6% |
| 30D | -17.4% | -16.5% | -0.9% | -17.6% |
| 3M | +10.8% | -42.1% | +52.9% | +9.4% |
| 6M | +56.9% | -52.9% | +109.8% | +53.2% |
| YTD | +136.8% | -28.0% | +164.7% | +133.8% |
| 1Y | +120.7% | -18.5% | +139.2% | +113.5% |
| All | +120.7% | -25.5% | +146.1% | +113.5% |
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