+601.6%
VLO vs FIS
-64.6%
+666.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.9% | +9.2% | +4.3% |
| 7D | +5.8% | -3.5% | +9.2% | +6.3% |
| 30D | +28.3% | -7.8% | +36.2% | +30.0% |
| 3M | +48.7% | +0.8% | +47.9% | +47.7% |
| 6M | +71.9% | -21.9% | +93.8% | +78.7% |
| YTD | +138.7% | -39.5% | +178.2% | +160.9% |
| 1Y | +148.5% | -41.0% | +189.4% | +172.6% |
| 3Y | +192.7% | -23.6% | +216.3% | +204.4% |
| 5Y | +601.6% | -65.6% | +667.2% | +825.4% |
| All | +601.6% | -64.6% | +666.2% | +825.4% |
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