+614.6%
VLO vs FOXA
+87.1%
+527.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.2% |
| 7D | +6.2% | -5.4% | +11.7% | +8.0% |
| 30D | +23.5% | +1.1% | +22.4% | +22.8% |
| 3M | +53.9% | -6.1% | +60.0% | +55.8% |
| 6M | +81.7% | +8.2% | +73.4% | +74.1% |
| YTD | +142.5% | -11.8% | +154.3% | +149.7% |
| 1Y | +145.4% | +9.9% | +135.5% | +131.7% |
| 3Y | +197.3% | +110.7% | +86.6% | +122.6% |
| 5Y | +614.6% | +86.9% | +527.7% | +414.9% |
| All | +614.6% | +87.1% | +527.5% | +414.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling