+510.6%
VLO vs FOXA
+90.3%
+420.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.4% |
| 7D | +5.8% | -0.6% | +6.4% | +6.0% |
| 30D | +28.3% | +2.3% | +26.0% | +26.5% |
| 3M | +48.7% | -2.8% | +51.6% | +48.3% |
| 6M | +71.9% | +9.6% | +62.3% | +59.9% |
| YTD | +138.7% | -9.9% | +148.6% | +144.6% |
| 1Y | +148.5% | +5.4% | +143.1% | +132.3% |
| 3Y | +192.7% | +115.3% | +77.4% | +82.8% |
| 5Y | +601.6% | +93.1% | +508.6% | +345.1% |
| All | +510.6% | +90.3% | +420.3% | +208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling