+115.7%
VLO vs FDX
+50.3%
+65.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.0% |
| 7D | +6.8% | +0.8% | +6.0% | +6.8% |
| 30D | -17.9% | +9.9% | -27.7% | -17.3% |
| 3M | +13.5% | -1.9% | +15.5% | +13.7% |
| 6M | +53.0% | +6.1% | +47.0% | +54.7% |
| YTD | +133.7% | +38.8% | +94.9% | +123.4% |
| 1Y | +115.7% | +50.0% | +65.7% | +105.3% |
| All | +115.7% | +50.3% | +65.4% | +105.3% |
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