+716.2%
VLO vs FND
+66.0%
+650.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | +5.2% | -5.2% | +10.4% | +6.2% |
| 30D | +22.6% | -19.9% | +42.5% | +27.5% |
| 3M | +43.8% | +2.7% | +41.1% | +41.1% |
| 6M | +65.7% | -21.7% | +87.4% | +70.3% |
| YTD | +131.1% | -17.5% | +148.6% | +133.4% |
| 1Y | +143.6% | -39.3% | +182.9% | +162.1% |
| 3Y | +201.4% | -49.8% | +251.1% | +226.6% |
| 5Y | +568.9% | -60.1% | +629.0% | +627.8% |
| All | +716.2% | +66.0% | +650.2% | +470.9% |
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