+199.0%
VLO vs FIS
-39.8%
+238.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -0.9% |
| 7D | -13.3% | -25.5% | +12.2% | -8.9% |
| 30D | -18.3% | -15.1% | -3.3% | -16.1% |
| 3M | +14.3% | -32.1% | +46.5% | +21.6% |
| 6M | +47.6% | -36.1% | +83.7% | +58.2% |
| YTD | +116.0% | -55.4% | +171.4% | +155.1% |
| 1Y | +101.0% | -53.9% | +154.9% | +134.6% |
| 3Y | +199.0% | -39.8% | +238.8% | +199.1% |
| All | +199.0% | -39.8% | +238.8% | +199.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling