+560.5%
VLO vs FDS
-17.4%
+577.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.4% |
| 7D | +5.2% | -1.9% | +7.1% | +5.4% |
| 30D | +22.6% | +9.0% | +13.6% | +21.3% |
| 3M | +43.8% | +18.9% | +24.9% | +40.0% |
| 6M | +65.7% | +35.1% | +30.6% | +58.1% |
| YTD | +131.1% | +5.5% | +125.6% | +128.3% |
| 1Y | +143.6% | -16.8% | +160.4% | +151.8% |
| 3Y | +201.4% | -28.1% | +229.4% | +219.4% |
| All | +560.5% | -17.4% | +577.9% | +633.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling