+195.5%
VLO vs FIS
-18.3%
+213.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +5.2% | +1.1% | +4.1% | +5.0% |
| 30D | +22.6% | -2.2% | +24.8% | +23.0% |
| 3M | +43.8% | +2.1% | +41.6% | +42.5% |
| 6M | +65.7% | -14.7% | +80.4% | +70.6% |
| YTD | +131.1% | -35.7% | +166.8% | +158.0% |
| 1Y | +143.6% | -37.1% | +180.7% | +173.3% |
| All | +195.5% | -18.3% | +213.8% | +189.3% |
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