+120.6%
VLO vs FDS
+31.1%
+89.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.9% | -8.6% | -5.8% |
| 7D | -6.0% | +9.4% | -15.4% | -6.3% |
| 30D | -12.9% | +23.8% | -36.7% | -13.4% |
| 3M | +18.3% | +25.1% | -6.8% | +17.5% |
| 6M | +46.4% | +53.8% | -7.3% | +43.4% |
| YTD | +127.7% | +19.6% | +108.2% | +117.4% |
| 1Y | +120.6% | +31.6% | +89.0% | +119.6% |
| All | +120.6% | +31.1% | +89.5% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling