+597.7%
VLO vs FRSH
-72.5%
+670.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +5.3% | -6.6% | +11.9% | +5.8% |
| 30D | +18.2% | +2.1% | +16.1% | +17.9% |
| 3M | +53.3% | +29.0% | +24.4% | +50.2% |
| 6M | +70.4% | +48.6% | +21.8% | +64.9% |
| YTD | +143.4% | -2.9% | +146.3% | +141.9% |
| 1Y | +153.0% | -7.9% | +160.9% | +152.3% |
| 3Y | +195.0% | -46.5% | +241.5% | +200.0% |
| All | +597.7% | -72.5% | +670.3% | +583.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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