+98.9%
VLO vs FPS
+24.3%
+74.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +3.4% |
| 7D | +5.8% | +10.4% | -4.6% | +6.1% |
| 30D | +28.3% | -16.5% | +44.9% | +27.6% |
| 3M | +48.7% | -45.5% | +94.3% | +44.8% |
| 6M | +71.9% | +2.1% | +69.8% | +64.0% |
| All | +98.9% | +24.3% | +74.6% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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