+120.6%
VLO vs FDX
+65.6%
+55.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.6% | -9.3% | -5.4% |
| 7D | -6.0% | +8.1% | -14.1% | -5.3% |
| 30D | -12.9% | +13.9% | -26.8% | -12.0% |
| 3M | +18.3% | +5.5% | +12.8% | +19.1% |
| 6M | +46.4% | +15.1% | +31.3% | +48.9% |
| YTD | +127.7% | +43.2% | +84.6% | +122.4% |
| 1Y | +120.6% | +65.0% | +55.6% | +114.3% |
| All | +120.6% | +65.6% | +55.0% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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