+924.9%
VLO vs FISV
+3.1%
+921.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.1% | -0.7% |
| 7D | +5.3% | -2.7% | +8.0% | +6.2% |
| 30D | +18.2% | 0.0% | +18.2% | +17.8% |
| 3M | +53.3% | -2.8% | +56.1% | +53.2% |
| 6M | +70.4% | -11.8% | +82.3% | +74.9% |
| YTD | +143.4% | -23.2% | +166.6% | +162.3% |
| 1Y | +153.0% | -62.0% | +215.0% | +241.6% |
| 3Y | +195.0% | -57.6% | +252.6% | +236.9% |
| 5Y | +618.8% | -53.4% | +672.2% | +634.9% |
| All | +924.9% | +3.1% | +921.7% | +605.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling