+7,617.2%
VLO vs FTI
+1,741.8%
+5,875.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.5% |
| 7D | +6.8% | +5.4% | +1.3% | +3.8% |
| 30D | -17.9% | -8.2% | -9.7% | -14.4% |
| 3M | +13.5% | -13.7% | +27.2% | +22.0% |
| 6M | +53.0% | -11.2% | +64.2% | +61.1% |
| YTD | +133.7% | +46.0% | +87.7% | +89.3% |
| 1Y | +115.7% | +51.8% | +63.9% | +71.1% |
| 3Y | +231.9% | +206.7% | +25.2% | +74.6% |
| 5Y | +471.6% | +862.0% | -390.4% | +53.2% |
| 10Y | +780.7% | +182.3% | +598.5% | +261.8% |
| All | +7,617.2% | +1,741.8% | +5,875.3% | +942.0% |
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