+210.5%
VLO vs FITB
+142.3%
+68.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -9.5% | +0.5% | -10.0% | -9.7% |
| 30D | -19.1% | +7.0% | -26.2% | -21.2% |
| 3M | +11.4% | -4.4% | +15.7% | +12.9% |
| 6M | +46.7% | +11.6% | +35.2% | +39.6% |
| YTD | +118.6% | +18.6% | +100.0% | +100.5% |
| 1Y | +99.9% | +29.8% | +70.0% | +75.0% |
| 3Y | +210.5% | +140.7% | +69.8% | +127.4% |
| All | +210.5% | +142.3% | +68.1% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling