+717.1%
VLO vs FITB
+231.2%
+485.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -9.5% | +0.5% | -10.0% | -9.8% |
| 30D | -19.1% | +7.0% | -26.2% | -22.6% |
| 3M | +11.4% | -4.4% | +15.7% | +13.6% |
| 6M | +46.7% | +11.6% | +35.2% | +35.5% |
| YTD | +118.6% | +18.6% | +100.0% | +91.7% |
| 1Y | +99.9% | +29.8% | +70.0% | +65.4% |
| 3Y | +210.5% | +140.7% | +69.8% | +70.0% |
| 5Y | +432.7% | +48.6% | +384.1% | +271.4% |
| 10Y | +717.1% | +224.4% | +492.7% | +230.8% |
| All | +717.1% | +231.2% | +485.9% | +230.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling