+120.6%
VLO vs FIS
-50.5%
+171.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -23.7% | +17.9% | -4.0% |
| 7D | -6.0% | -18.4% | +12.5% | -4.2% |
| 30D | -12.9% | -11.4% | -1.5% | -11.1% |
| 3M | +18.3% | -32.0% | +50.3% | +18.8% |
| 6M | +46.4% | -35.6% | +82.0% | +46.8% |
| YTD | +127.7% | -53.8% | +181.5% | +128.7% |
| 1Y | +120.6% | -51.1% | +171.7% | +121.6% |
| All | +120.6% | -50.5% | +171.2% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling