+35,889.1%
VLO vs FDX
+4,233.7%
+31,655.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +5.2% | -2.5% | +7.7% | +6.1% |
| 30D | +22.6% | +3.8% | +18.8% | +21.0% |
| 3M | +43.8% | -1.3% | +45.1% | +43.9% |
| 6M | +65.7% | +5.0% | +60.7% | +60.8% |
| YTD | +131.1% | +39.6% | +91.5% | +103.4% |
| 1Y | +143.6% | +81.1% | +62.5% | +95.7% |
| 3Y | +201.4% | +63.0% | +138.3% | +145.5% |
| 5Y | +568.9% | +65.6% | +503.3% | +422.0% |
| 10Y | +891.8% | +183.4% | +708.5% | +529.1% |
| All | +35,889.1% | +4,233.7% | +31,655.4% | +13,961.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling