+231.9%
VLO vs FTI
+212.2%
+19.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.4% |
| 7D | +9.6% | +4.3% | +5.3% | +7.6% |
| 30D | -17.4% | -4.7% | -12.7% | -15.8% |
| 3M | +10.8% | -13.5% | +24.3% | +17.6% |
| 6M | +56.9% | -8.7% | +65.7% | +62.0% |
| YTD | +136.8% | +49.0% | +87.8% | +96.2% |
| 1Y | +120.7% | +54.0% | +66.6% | +80.2% |
| 3Y | +231.9% | +211.6% | +20.3% | +96.3% |
| All | +231.9% | +212.2% | +19.7% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling