+743.6%
VLO vs FIS
-54.6%
+798.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.3% | +3.5% |
| 7D | -6.5% | -29.4% | +22.9% | +5.4% |
| 30D | -17.8% | -16.7% | -1.0% | -13.2% |
| 3M | +19.6% | -33.0% | +52.6% | +36.7% |
| 6M | +49.3% | -33.3% | +82.6% | +69.4% |
| YTD | +122.4% | -56.0% | +178.4% | +196.7% |
| 1Y | +107.4% | -54.6% | +162.0% | +172.5% |
| 3Y | +223.1% | -40.6% | +263.7% | +265.2% |
| 5Y | +432.2% | -71.9% | +504.2% | +723.6% |
| 10Y | +743.6% | -55.3% | +799.0% | +1,040.5% |
| All | +743.6% | -54.6% | +798.3% | +1,040.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling