+153.3%
EWY vs VLO
+619.0%
-465.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | +6.7% | +6.2% | +0.4% | +5.9% |
| 30D | +17.0% | +23.5% | -6.5% | +13.9% |
| 3M | +3.7% | +53.9% | -50.2% | -2.0% |
| 6M | +42.5% | +81.7% | -39.2% | +30.2% |
| YTD | +96.2% | +142.5% | -46.2% | +69.7% |
| 1Y | +160.4% | +145.4% | +14.9% | +124.3% |
| 3Y | +231.7% | +197.3% | +34.4% | +170.3% |
| 5Y | +153.3% | +614.6% | -461.3% | +67.3% |
| All | +153.3% | +619.0% | -465.7% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling