+33,533.0%
VLO vs FDX
+4,056.7%
+29,476.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.4% | -0.5% |
| 7D | -13.3% | -1.6% | -11.7% | -12.9% |
| 30D | -18.3% | +6.6% | -24.9% | -20.2% |
| 3M | +14.3% | -2.1% | +16.4% | +14.6% |
| 6M | +47.6% | +2.2% | +45.5% | +45.2% |
| YTD | +116.0% | +33.9% | +82.0% | +92.0% |
| 1Y | +101.0% | +50.2% | +50.8% | +71.6% |
| 3Y | +199.0% | +65.5% | +133.5% | +141.6% |
| 5Y | +419.0% | +74.1% | +345.0% | +297.6% |
| 10Y | +778.2% | +156.7% | +621.5% | +472.9% |
| All | +33,533.0% | +4,056.7% | +29,476.3% | +13,172.8% |
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