+746.2%
EEM vs VLO
+8,155.4%
-7,409.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +2.7% | +9.6% | -7.0% | -0.5% |
| 30D | -5.4% | -17.4% | +12.0% | +0.3% |
| 3M | -8.6% | +10.8% | -19.4% | -12.7% |
| 6M | -8.9% | +56.9% | -65.8% | -23.3% |
| YTD | +11.9% | +136.8% | -124.8% | -19.8% |
| 1Y | +13.1% | +120.7% | -107.6% | -17.1% |
| 3Y | +70.7% | +231.9% | -161.3% | +3.8% |
| 5Y | +31.8% | +479.0% | -447.2% | -39.1% |
| 10Y | +119.5% | +792.2% | -672.7% | -28.5% |
| All | +746.2% | +8,155.4% | -7,409.3% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling