+420.0%
VLO vs EMB
+6.6%
+413.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -13.3% | -0.1% | -13.2% | -13.3% |
| 30D | -18.3% | +1.3% | -19.6% | -18.7% |
| 3M | +14.3% | -2.2% | +16.6% | +15.3% |
| 6M | +47.6% | -2.3% | +50.0% | +48.8% |
| YTD | +116.0% | -0.6% | +116.6% | +115.6% |
| 1Y | +101.0% | +0.5% | +100.5% | +99.4% |
| 3Y | +199.0% | +29.4% | +169.6% | +163.0% |
| All | +420.0% | +6.6% | +413.4% | +391.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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