+134.7%
VLO vs FRMI
-78.6%
+213.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | +4.0% | +10.9% | -6.9% | +4.0% |
| 30D | +19.0% | -24.3% | +43.3% | +19.0% |
| 3M | +50.0% | -21.8% | +71.7% | +49.9% |
| 6M | +79.1% | -33.0% | +112.2% | +79.9% |
| YTD | +140.3% | -32.6% | +172.9% | +140.6% |
| All | +134.7% | -78.6% | +213.3% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling