+34,532.9%
VLO vs FDX
+4,201.0%
+30,331.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.5% | +1.8% |
| 7D | -6.5% | +0.2% | -6.7% | -6.6% |
| 30D | -17.8% | +9.3% | -27.1% | -20.3% |
| 3M | +19.6% | +0.5% | +19.1% | +18.9% |
| 6M | +49.3% | +5.3% | +43.9% | +45.4% |
| YTD | +122.4% | +38.6% | +83.8% | +95.6% |
| 1Y | +107.4% | +53.5% | +53.9% | +75.9% |
| 3Y | +223.1% | +74.2% | +148.8% | +156.6% |
| 5Y | +432.2% | +75.3% | +357.0% | +307.1% |
| 10Y | +743.6% | +156.3% | +587.4% | +450.1% |
| All | +34,532.9% | +4,201.0% | +30,331.9% | +13,415.1% |
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