+614.6%
VLO vs FTI
+1,177.2%
-562.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +6.2% | -2.3% | +8.6% | +7.3% |
| 30D | +23.5% | +5.0% | +18.5% | +20.7% |
| 3M | +53.9% | +13.8% | +40.0% | +44.5% |
| 6M | +81.7% | +22.9% | +58.8% | +64.1% |
| YTD | +142.5% | +75.0% | +67.5% | +86.2% |
| 1Y | +145.4% | +96.9% | +48.6% | +78.3% |
| 3Y | +197.3% | +276.7% | -79.4% | +55.0% |
| 5Y | +614.6% | +1,157.0% | -542.4% | +85.1% |
| All | +614.6% | +1,177.2% | -562.6% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling