+938.9%
VLO vs FDS
+72.8%
+866.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +2.6% |
| 7D | +6.2% | -8.8% | +15.0% | +9.1% |
| 30D | +23.5% | -1.4% | +24.9% | +23.6% |
| 3M | +53.9% | +13.9% | +40.0% | +45.6% |
| 6M | +81.7% | +27.4% | +54.3% | +63.6% |
| YTD | +142.5% | -2.5% | +144.9% | +138.2% |
| 1Y | +145.4% | -23.8% | +169.2% | +163.2% |
| 3Y | +197.3% | -32.5% | +229.8% | +229.8% |
| 5Y | +614.6% | -23.2% | +637.8% | +618.5% |
| 10Y | +938.9% | +76.4% | +862.5% | +570.0% |
| All | +938.9% | +72.8% | +866.0% | +570.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling