+560.5%
VLO vs EMB
+7.4%
+553.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +22.6% | -0.3% | +22.9% | +22.7% |
| 3M | +43.8% | -0.4% | +44.2% | +43.9% |
| 6M | +65.7% | +0.1% | +65.6% | +65.4% |
| YTD | +131.1% | +1.6% | +129.5% | +128.9% |
| 1Y | +143.6% | +5.6% | +138.0% | +136.5% |
| 3Y | +201.4% | +29.8% | +171.5% | +166.4% |
| All | +560.5% | +7.4% | +553.2% | +478.3% |
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