+943.8%
VLO vs FTV
+126.9%
+816.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.2% |
| 7D | -9.5% | +1.4% | -10.9% | -10.3% |
| 30D | -19.1% | +18.3% | -37.4% | -27.1% |
| 3M | +11.4% | +9.8% | +1.5% | +4.5% |
| 6M | +46.7% | +12.3% | +34.4% | +34.4% |
| YTD | +118.6% | +23.1% | +95.5% | +85.4% |
| 1Y | +99.9% | +32.5% | +67.3% | +61.2% |
| 3Y | +210.5% | +38.3% | +172.1% | +136.6% |
| 5Y | +432.7% | +16.8% | +415.8% | +341.6% |
| 10Y | +717.1% | +106.6% | +610.6% | +375.6% |
| All | +943.8% | +126.9% | +816.8% | +482.4% |
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