+900.2%
VLO vs FIS
-40.5%
+940.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.9% | +9.2% | +5.6% |
| 7D | +5.8% | -3.5% | +9.2% | +7.0% |
| 30D | +28.3% | -7.8% | +36.2% | +32.1% |
| 3M | +48.7% | +0.8% | +47.9% | +46.5% |
| 6M | +71.9% | -21.9% | +93.8% | +86.3% |
| YTD | +138.7% | -39.5% | +178.2% | +186.6% |
| 1Y | +148.5% | -41.0% | +189.4% | +200.2% |
| 3Y | +192.7% | -23.6% | +216.3% | +206.3% |
| 5Y | +601.6% | -65.6% | +667.2% | +958.8% |
| 10Y | +900.2% | -40.2% | +940.4% | +1,132.8% |
| All | +900.2% | -40.5% | +940.7% | +1,132.8% |
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