+199.0%
VLO vs FDX
+64.2%
+134.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.4% | -0.7% |
| 7D | -13.3% | -1.6% | -11.7% | -13.0% |
| 30D | -18.3% | +6.6% | -24.9% | -19.7% |
| 3M | +14.3% | -2.1% | +16.4% | +14.6% |
| 6M | +47.6% | +2.2% | +45.5% | +45.7% |
| YTD | +116.0% | +33.9% | +82.0% | +92.7% |
| 1Y | +101.0% | +50.2% | +50.8% | +72.0% |
| 3Y | +199.0% | +65.5% | +133.5% | +131.4% |
| All | +199.0% | +64.2% | +134.8% | +131.4% |
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