+778.9%
VLO vs FDX
+152.0%
+626.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.5% |
| 7D | +6.8% | +0.8% | +6.0% | +6.4% |
| 30D | -17.9% | +9.9% | -27.7% | -21.3% |
| 3M | +13.5% | -1.9% | +15.5% | +13.8% |
| 6M | +53.0% | +6.1% | +47.0% | +47.4% |
| YTD | +133.7% | +38.8% | +94.9% | +97.0% |
| 1Y | +115.7% | +50.0% | +65.7% | +75.3% |
| 3Y | +231.9% | +71.0% | +160.9% | +144.0% |
| 5Y | +471.6% | +72.5% | +399.1% | +298.2% |
| All | +778.9% | +152.0% | +626.9% | +308.7% |
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