+900.2%
VLO vs FDX
+178.0%
+722.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +4.4% |
| 7D | +5.8% | -3.3% | +9.1% | +7.2% |
| 30D | +28.3% | -1.4% | +29.7% | +28.9% |
| 3M | +48.7% | -4.5% | +53.3% | +50.9% |
| 6M | +71.9% | +9.4% | +62.5% | +62.1% |
| YTD | +138.7% | +36.0% | +102.6% | +103.9% |
| 1Y | +148.5% | +75.5% | +72.9% | +88.3% |
| 3Y | +192.7% | +62.8% | +129.9% | +121.0% |
| 5Y | +601.6% | +64.4% | +537.2% | +401.2% |
| 10Y | +900.2% | +175.5% | +724.7% | +381.2% |
| All | +900.2% | +178.0% | +722.2% | +381.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling