+145.4%
VLO vs FDS
-23.8%
+169.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.6% |
| 7D | +6.2% | -8.8% | +15.0% | +6.4% |
| 30D | +23.5% | -1.4% | +24.9% | +23.5% |
| 3M | +53.9% | +13.9% | +40.0% | +52.5% |
| 6M | +81.7% | +27.4% | +54.3% | +79.5% |
| YTD | +142.5% | -2.5% | +144.9% | +136.4% |
| 1Y | +145.4% | -23.8% | +169.2% | +141.9% |
| All | +145.4% | -23.8% | +169.2% | +141.9% |
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