+7,925.7%
VLO vs FIS
+374.5%
+7,551.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +5.2% | +1.1% | +4.1% | +4.7% |
| 30D | +22.6% | -2.2% | +24.8% | +23.6% |
| 3M | +43.8% | +2.1% | +41.6% | +40.9% |
| 6M | +65.7% | -14.7% | +80.4% | +74.1% |
| YTD | +131.1% | -35.7% | +166.8% | +173.6% |
| 1Y | +143.6% | -37.1% | +180.7% | +189.7% |
| 3Y | +201.4% | -20.0% | +221.4% | +213.3% |
| 5Y | +568.9% | -62.1% | +631.0% | +814.3% |
| 10Y | +891.8% | -37.4% | +929.2% | +977.6% |
| All | +7,925.7% | +374.5% | +7,551.2% | +3,932.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling