+420.0%
VLO vs FIS
-71.2%
+491.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -1.0% |
| 7D | -13.3% | -25.5% | +12.2% | -9.2% |
| 30D | -18.3% | -15.1% | -3.3% | -16.3% |
| 3M | +14.3% | -32.1% | +46.5% | +21.3% |
| 6M | +47.6% | -36.1% | +83.7% | +57.5% |
| YTD | +116.0% | -55.4% | +171.4% | +146.4% |
| 1Y | +101.0% | -53.9% | +154.9% | +127.6% |
| 3Y | +199.0% | -39.8% | +238.8% | +222.6% |
| All | +420.0% | -71.2% | +491.2% | +549.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling