+231.9%
VLO vs FDX
+74.4%
+157.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | +9.6% | +5.2% | +4.4% | +8.3% |
| 30D | -17.4% | +11.3% | -28.7% | -19.6% |
| 3M | +10.8% | -4.1% | +14.9% | +11.8% |
| 6M | +56.9% | +9.6% | +47.3% | +52.2% |
| YTD | +136.8% | +40.9% | +95.9% | +108.9% |
| 1Y | +120.7% | +53.0% | +67.6% | +89.0% |
| 3Y | +231.9% | +74.1% | +157.8% | +158.7% |
| All | +231.9% | +74.4% | +157.5% | +158.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling