+725.6%
VLO vs FND
+61.4%
+664.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.4% | +7.5% | +3.9% |
| 7D | +6.8% | -5.1% | +11.9% | +7.7% |
| 30D | -17.9% | +9.2% | -27.0% | -19.7% |
| 3M | +13.5% | -17.7% | +31.2% | +16.7% |
| 6M | +53.0% | +2.5% | +50.6% | +48.7% |
| YTD | +133.7% | -19.8% | +153.5% | +135.5% |
| 1Y | +115.7% | -22.7% | +138.3% | +118.7% |
| 3Y | +231.9% | -38.3% | +270.2% | +240.7% |
| 5Y | +471.6% | -63.0% | +534.5% | +531.7% |
| All | +725.6% | +61.4% | +664.1% | +476.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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