+938.6%
VLO vs EMB
+132.1%
+806.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.9% |
| 3M | +43.8% | -0.4% | +44.2% | +44.1% |
| 6M | +65.7% | +0.1% | +65.6% | +64.3% |
| YTD | +131.1% | +1.6% | +129.5% | +125.7% |
| 1Y | +143.6% | +5.6% | +138.0% | +128.6% |
| 3Y | +201.4% | +29.8% | +171.5% | +128.7% |
| 5Y | +568.9% | +7.3% | +561.6% | +517.9% |
| 10Y | +891.8% | +30.4% | +861.4% | +665.9% |
| All | +938.6% | +132.1% | +806.4% | +374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling