+514.7%
VLO vs FOXA
+90.1%
+424.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.9% |
| 7D | +4.0% | -3.7% | +7.7% | +5.8% |
| 30D | +19.0% | +5.4% | +13.6% | +15.7% |
| 3M | +50.0% | -3.7% | +53.7% | +50.1% |
| 6M | +79.1% | +12.6% | +66.6% | +64.3% |
| YTD | +140.3% | -10.0% | +150.2% | +146.3% |
| 1Y | +148.3% | +15.0% | +133.3% | +121.9% |
| 3Y | +194.6% | +115.1% | +79.5% | +84.0% |
| 5Y | +609.6% | +93.0% | +516.6% | +350.0% |
| All | +514.7% | +90.1% | +424.6% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling