+938.9%
VLO vs FITB
+282.4%
+656.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | +6.2% | -0.4% | +6.6% | +6.5% |
| 30D | +23.5% | -5.1% | +28.6% | +27.2% |
| 3M | +53.9% | +3.5% | +50.3% | +50.0% |
| 6M | +81.7% | +17.2% | +64.5% | +61.9% |
| YTD | +142.5% | +17.6% | +124.8% | +114.7% |
| 1Y | +145.4% | +23.4% | +122.1% | +109.8% |
| 3Y | +197.3% | +129.7% | +67.6% | +66.9% |
| 5Y | +614.6% | +68.4% | +546.2% | +356.8% |
| 10Y | +938.9% | +285.6% | +653.2% | +236.7% |
| All | +938.9% | +282.4% | +656.5% | +236.7% |
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