+778.9%
VLO vs FIS
-55.0%
+833.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.1% | +9.2% | +5.4% |
| 7D | +6.8% | -3.5% | +10.3% | +8.0% |
| 30D | -17.9% | -19.4% | +1.6% | -12.4% |
| 3M | +13.5% | -31.6% | +45.1% | +28.5% |
| 6M | +53.0% | -32.5% | +85.6% | +72.5% |
| YTD | +133.7% | -56.0% | +189.7% | +211.1% |
| 1Y | +115.7% | -55.5% | +171.2% | +185.4% |
| 3Y | +231.9% | -41.3% | +273.2% | +276.4% |
| 5Y | +471.6% | -72.3% | +543.8% | +791.2% |
| All | +778.9% | -55.0% | +833.9% | +1,069.5% |
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