+584.2%
VLO vs FRSH
-72.0%
+656.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.9% | +8.2% | +3.6% |
| 7D | +5.8% | -10.1% | +15.9% | +6.6% |
| 30D | +28.3% | +2.2% | +26.1% | +28.0% |
| 3M | +48.7% | +28.6% | +20.2% | +45.7% |
| 6M | +71.9% | +40.2% | +31.7% | +67.1% |
| YTD | +138.7% | -1.2% | +139.9% | +136.9% |
| 1Y | +148.5% | -7.9% | +156.4% | +147.8% |
| 3Y | +192.7% | -44.7% | +237.4% | +197.1% |
| All | +584.2% | -72.0% | +656.2% | +569.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling