+1,003.3%
VLO vs FTV
+90.8%
+912.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.6% |
| 7D | +5.2% | -4.5% | +9.7% | +8.0% |
| 30D | +22.6% | -7.1% | +29.7% | +27.8% |
| 3M | +43.8% | -7.2% | +50.9% | +48.6% |
| 6M | +65.7% | -1.5% | +67.2% | +63.8% |
| YTD | +131.1% | +3.5% | +127.6% | +118.6% |
| 1Y | +143.6% | +20.3% | +123.3% | +107.6% |
| 3Y | +201.4% | -3.1% | +204.5% | +188.8% |
| 5Y | +568.9% | +2.3% | +566.5% | +496.9% |
| 10Y | +891.8% | +76.3% | +815.5% | +548.0% |
| All | +1,003.3% | +90.8% | +912.5% | +586.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling