+120.6%
VLO vs FITB
+36.9%
+83.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.2% | -5.7% |
| 7D | -6.0% | +2.3% | -8.3% | -5.8% |
| 30D | -12.9% | +7.7% | -20.6% | -12.7% |
| 3M | +18.3% | -4.5% | +22.8% | +18.6% |
| 6M | +46.4% | +12.5% | +34.0% | +46.6% |
| YTD | +127.7% | +19.8% | +108.0% | +126.7% |
| 1Y | +120.6% | +34.1% | +86.5% | +111.1% |
| All | +120.6% | +36.9% | +83.7% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling