+560.5%
VLO vs FITB
+71.5%
+489.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +5.2% | +0.6% | +4.6% | +4.9% |
| 30D | +22.6% | -4.7% | +27.3% | +24.9% |
| 3M | +43.8% | +6.7% | +37.1% | +39.7% |
| 6M | +65.7% | +12.6% | +53.2% | +56.3% |
| YTD | +131.1% | +19.1% | +112.0% | +112.1% |
| 1Y | +143.6% | +22.6% | +121.0% | +120.0% |
| 3Y | +201.4% | +127.1% | +74.3% | +108.7% |
| All | +560.5% | +71.5% | +489.0% | +356.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling