+7,773.9%
VLO vs FIS
+246.2%
+7,527.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.7% | -3.0% | +0.8% |
| 7D | -0.4% | +1.5% | -2.0% | -1.1% |
| 30D | -16.6% | -11.8% | -4.8% | -13.5% |
| 3M | +12.3% | -28.5% | +40.8% | +27.0% |
| 6M | +47.8% | -27.0% | +74.9% | +63.9% |
| YTD | +126.7% | -53.1% | +179.8% | +201.4% |
| 1Y | +105.4% | -52.8% | +158.1% | +171.7% |
| 3Y | +222.0% | -37.5% | +259.5% | +264.9% |
| 5Y | +449.8% | -71.1% | +520.9% | +727.4% |
| 10Y | +754.3% | -52.0% | +806.3% | +919.6% |
| All | +7,773.9% | +246.2% | +7,527.7% | +4,342.1% |
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 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