+601.6%
VLO vs FTV
+4.3%
+597.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.0% | +3.5% |
| 7D | +5.8% | -0.4% | +6.2% | +5.9% |
| 30D | +28.3% | -8.3% | +36.7% | +32.0% |
| 3M | +48.7% | -7.4% | +56.1% | +51.7% |
| 6M | +71.9% | -1.2% | +73.1% | +70.4% |
| YTD | +138.7% | +2.7% | +136.0% | +131.3% |
| 1Y | +148.5% | +18.4% | +130.0% | +125.8% |
| 3Y | +192.7% | -2.0% | +194.7% | +183.6% |
| 5Y | +601.6% | +3.4% | +598.2% | +560.2% |
| All | +601.6% | +4.3% | +597.3% | +560.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling