+1,236.8%
EWY vs VLO
+9,503.7%
-8,266.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +4.8% | +5.2% | -0.4% | +3.2% |
| 30D | +11.7% | +22.6% | -10.9% | +4.6% |
| 3M | -7.4% | +43.8% | -51.2% | -17.9% |
| 6M | +40.6% | +65.7% | -25.2% | +17.3% |
| YTD | +94.3% | +131.1% | -36.8% | +45.1% |
| 1Y | +164.3% | +143.6% | +20.7% | +93.2% |
| 3Y | +221.0% | +201.4% | +19.6% | +111.1% |
| 5Y | +139.1% | +568.9% | -429.8% | +13.8% |
| 10Y | +298.8% | +891.8% | -593.0% | +44.1% |
| All | +1,236.8% | +9,503.7% | -8,266.9% | +130.0% |
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 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