+3,555.8%
VLO vs FN
+3,620.5%
-64.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.5% |
| 7D | +5.2% | -1.7% | +6.9% | +5.5% |
| 30D | +22.6% | -22.0% | +44.6% | +26.6% |
| 3M | +43.8% | -43.0% | +86.8% | +54.8% |
| 6M | +65.7% | -27.7% | +93.5% | +68.1% |
| YTD | +131.1% | -10.5% | +141.6% | +122.9% |
| 1Y | +143.6% | +12.5% | +131.1% | +123.1% |
| 3Y | +201.4% | +153.8% | +47.6% | +121.5% |
| 5Y | +568.9% | +288.0% | +280.9% | +333.4% |
| 10Y | +891.8% | +906.4% | -14.6% | +418.3% |
| All | +3,555.8% | +3,620.5% | -64.8% | +1,359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling