+882.5%
VLO vs EMB
+127.1%
+755.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.1% |
| 7D | -9.5% | +0.5% | -10.0% | -10.0% |
| 30D | -19.1% | +0.9% | -20.0% | -19.9% |
| 3M | +11.4% | -2.1% | +13.5% | +13.5% |
| 6M | +46.7% | -2.2% | +48.9% | +49.3% |
| YTD | +118.6% | -0.6% | +119.2% | +117.8% |
| 1Y | +99.9% | +0.2% | +99.7% | +97.4% |
| 3Y | +210.5% | +29.5% | +180.9% | +135.7% |
| 5Y | +432.7% | +8.0% | +424.7% | +386.2% |
| 10Y | +717.1% | +35.3% | +681.8% | +512.8% |
| All | +882.5% | +127.1% | +755.4% | +357.6% |
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 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