+223.1%
VLO vs FDS
-24.3%
+247.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.0% |
| 7D | -6.5% | -5.0% | -1.5% | -6.0% |
| 30D | -17.8% | +13.8% | -31.5% | -18.9% |
| 3M | +19.6% | +14.8% | +4.7% | +17.5% |
| 6M | +49.3% | +47.4% | +1.9% | +41.2% |
| YTD | +122.4% | +14.2% | +108.2% | +118.6% |
| 1Y | +107.4% | +26.6% | +80.8% | +99.1% |
| 3Y | +223.1% | -24.4% | +247.5% | +253.5% |
| All | +223.1% | -24.3% | +247.4% | +253.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling