+35,889.1%
VLO vs FITB
+2,855.6%
+33,033.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +5.2% | +0.6% | +4.6% | +5.0% |
| 30D | +22.6% | -4.7% | +27.3% | +24.3% |
| 3M | +43.8% | +6.7% | +37.1% | +40.8% |
| 6M | +65.7% | +12.6% | +53.2% | +58.8% |
| YTD | +131.1% | +19.1% | +112.0% | +117.6% |
| 1Y | +143.6% | +22.6% | +121.0% | +126.9% |
| 3Y | +201.4% | +127.1% | +74.3% | +133.0% |
| 5Y | +568.9% | +71.8% | +497.1% | +451.2% |
| 10Y | +891.8% | +287.2% | +604.6% | +565.3% |
| All | +35,889.1% | +2,855.6% | +33,033.5% | +16,378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling