+203.1%
VLO vs FN
+80.0%
+123.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -14.2% | +10.4% | -3.1% |
| 7D | -8.7% | -16.0% | +7.3% | -7.9% |
| 30D | -16.2% | -40.1% | +23.9% | -14.3% |
| 3M | +16.2% | -43.9% | +60.1% | +18.8% |
| 6M | +39.8% | -55.6% | +95.4% | +44.0% |
| YTD | +119.0% | -35.7% | +154.6% | +116.5% |
| 1Y | +110.8% | -39.8% | +150.6% | +109.3% |
| All | +203.1% | +80.0% | +123.1% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling