+231.9%
VLO vs EWJ
+66.4%
+165.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +9.6% | +4.0% | +5.7% | +8.6% |
| 30D | -17.4% | -4.3% | -13.1% | -16.5% |
| 3M | +10.8% | -6.8% | +17.6% | +12.6% |
| 6M | +56.9% | -0.9% | +57.8% | +56.3% |
| YTD | +136.8% | +14.3% | +122.5% | +119.6% |
| 1Y | +120.7% | +15.3% | +105.4% | +103.5% |
| 3Y | +231.9% | +65.6% | +166.3% | +155.4% |
| All | +231.9% | +66.4% | +165.5% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 3y: compounded portfolio wealth divided by compounded EWJ 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…
3y analysis · Full analysis span regression · 6 months rolling