+125.8%
VLO vs FRMI
-79.6%
+205.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | 0.0% |
| 7D | +5.2% | +2.4% | +2.8% | +5.2% |
| 30D | +22.6% | -17.3% | +39.9% | +22.5% |
| 3M | +43.8% | -17.2% | +60.9% | +43.7% |
| 6M | +65.7% | -43.4% | +109.1% | +66.6% |
| YTD | +131.1% | -36.0% | +167.1% | +131.4% |
| All | +125.8% | -79.6% | +205.4% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling