+743.6%
VLO vs FDS
+135.1%
+608.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.1% |
| 7D | -6.5% | -5.0% | -1.5% | -5.2% |
| 30D | -17.8% | +13.8% | -31.5% | -21.1% |
| 3M | +19.6% | +14.8% | +4.7% | +13.7% |
| 6M | +49.3% | +47.4% | +1.9% | +28.8% |
| YTD | +122.4% | +14.2% | +108.2% | +107.3% |
| 1Y | +107.4% | +26.6% | +80.8% | +84.9% |
| 3Y | +223.1% | -24.4% | +247.5% | +246.9% |
| 5Y | +432.2% | -22.6% | +454.9% | +450.4% |
| 10Y | +743.6% | +130.0% | +613.7% | +386.2% |
| All | +743.6% | +135.1% | +608.5% | +386.2% |
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