+754.3%
VLO vs FTV
+107.5%
+646.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -0.4% | -0.7% | +0.2% | 0.0% |
| 30D | -16.6% | +18.3% | -34.9% | -24.8% |
| 3M | +12.3% | +10.2% | +2.1% | +5.1% |
| 6M | +47.8% | +12.8% | +35.0% | +34.9% |
| YTD | +126.7% | +23.4% | +103.4% | +91.7% |
| 1Y | +105.4% | +31.4% | +73.9% | +66.2% |
| 3Y | +222.0% | +38.7% | +183.3% | +144.1% |
| 5Y | +449.8% | +18.6% | +431.3% | +349.8% |
| 10Y | +754.3% | +110.1% | +644.2% | +408.7% |
| All | +754.3% | +107.5% | +646.9% | +408.7% |
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