+560.5%
VLO vs FN
+289.0%
+271.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.2% |
| 7D | +5.2% | -1.7% | +6.9% | +5.3% |
| 30D | +22.6% | -22.0% | +44.6% | +24.3% |
| 3M | +43.8% | -43.0% | +86.8% | +48.7% |
| 6M | +65.7% | -27.7% | +93.5% | +66.5% |
| YTD | +131.1% | -10.5% | +141.6% | +125.5% |
| 1Y | +143.6% | +12.5% | +131.1% | +130.0% |
| 3Y | +201.4% | +153.8% | +47.6% | +145.8% |
| All | +560.5% | +289.0% | +271.5% | +399.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling