+192.7%
VLO vs FITB
+133.7%
+59.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.5% |
| 7D | +5.8% | +2.8% | +2.9% | +4.7% |
| 30D | +28.3% | -4.5% | +32.9% | +30.4% |
| 3M | +48.7% | +5.7% | +43.1% | +45.3% |
| 6M | +71.9% | +17.1% | +54.8% | +60.0% |
| YTD | +138.7% | +18.3% | +120.3% | +120.5% |
| 1Y | +148.5% | +23.9% | +124.6% | +123.9% |
| 3Y | +192.7% | +131.1% | +61.6% | +118.8% |
| All | +192.7% | +133.7% | +59.0% | +118.8% |
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 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