+62.4%
EWY vs VLO
+120.8%
-58.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.8% | +3.9% | -2.7% |
| 7D | -8.3% | -6.0% | -2.4% | -9.0% |
| 30D | -20.5% | -12.9% | -7.7% | -21.8% |
| 3M | -11.1% | +18.3% | -29.5% | -8.6% |
| 6M | -7.0% | +46.4% | -53.5% | -0.2% |
| YTD | +56.5% | +127.7% | -71.3% | +53.9% |
| 1Y | +62.4% | +120.6% | -58.2% | +61.2% |
| All | +62.4% | +120.8% | -58.3% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling