+147.8%
EWY vs VLO
+152.2%
-4.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +2.0% | +3.4% |
| 7D | -0.1% | +5.3% | -5.4% | +0.5% |
| 30D | +7.3% | +18.2% | -10.9% | +9.3% |
| 3M | -5.1% | +53.3% | -58.5% | +0.2% |
| 6M | +42.1% | +70.4% | -28.4% | +49.7% |
| YTD | +94.1% | +143.4% | -49.3% | +88.8% |
| 1Y | +147.8% | +153.0% | -5.2% | +142.0% |
| All | +147.8% | +152.2% | -4.4% | +142.0% |
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 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