+938.9%
VLO vs FTV
+78.2%
+860.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.3% |
| 7D | +6.2% | -1.3% | +7.5% | +7.0% |
| 30D | +23.5% | -9.5% | +33.0% | +30.8% |
| 3M | +53.9% | -10.9% | +64.8% | +63.1% |
| 6M | +81.7% | -0.6% | +82.3% | +78.3% |
| YTD | +142.5% | +1.4% | +141.0% | +131.9% |
| 1Y | +145.4% | +17.6% | +127.8% | +111.7% |
| 3Y | +197.3% | -3.3% | +200.6% | +184.5% |
| 5Y | +614.6% | -0.1% | +614.7% | +547.7% |
| 10Y | +938.9% | +82.5% | +856.4% | +603.0% |
| All | +938.9% | +78.2% | +860.7% | +603.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling