+70.7%
EEM vs VLO
+236.1%
-165.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | +2.7% | +9.6% | -7.0% | +2.1% |
| 30D | -5.4% | -17.4% | +12.0% | -4.4% |
| 3M | -8.6% | +10.8% | -19.4% | -9.6% |
| 6M | -8.9% | +56.9% | -65.8% | -12.2% |
| YTD | +11.9% | +136.8% | -124.8% | +0.9% |
| 1Y | +13.1% | +120.7% | -107.6% | +3.0% |
| 3Y | +70.7% | +231.9% | -161.3% | +40.0% |
| All | +70.7% | +236.1% | -165.5% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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