+98.5%
EWY vs VLO
+476.5%
-378.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | +4.2% | +9.6% | -5.4% | +3.1% |
| 30D | -10.7% | -17.4% | +6.7% | -8.8% |
| 3M | -20.1% | +10.8% | -30.8% | -21.4% |
| 6M | -24.3% | +56.9% | -81.3% | -29.0% |
| YTD | +46.9% | +136.8% | -89.9% | +27.0% |
| 1Y | +55.2% | +120.7% | -65.5% | +35.8% |
| 3Y | +157.0% | +231.9% | -75.0% | +104.4% |
| All | +98.5% | +476.5% | -378.0% | +40.8% |
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