+7,832.9%
VLO vs FTI
+2,044.3%
+5,788.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.6% |
| 7D | +4.0% | -5.6% | +9.6% | +7.0% |
| 30D | +19.0% | +0.4% | +18.6% | +18.6% |
| 3M | +50.0% | +8.1% | +41.9% | +43.4% |
| 6M | +79.1% | +16.7% | +62.4% | +63.7% |
| YTD | +140.3% | +70.0% | +70.3% | +80.5% |
| 1Y | +148.3% | +85.4% | +62.9% | +77.9% |
| 3Y | +194.6% | +265.9% | -71.3% | +41.2% |
| 5Y | +609.6% | +1,072.7% | -463.2% | +70.7% |
| 10Y | +929.5% | +298.9% | +630.6% | +251.6% |
| All | +7,832.9% | +2,044.3% | +5,788.6% | +893.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling