+19,173.3%
VLO vs EWJ
+156.6%
+19,016.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +5.2% | +2.5% | +2.7% | +3.7% |
| 30D | +22.6% | +3.3% | +19.3% | +20.1% |
| 3M | +43.8% | +5.0% | +38.8% | +38.7% |
| 6M | +65.7% | +11.5% | +54.2% | +52.2% |
| YTD | +131.1% | +22.4% | +108.7% | +100.1% |
| 1Y | +143.6% | +30.2% | +113.4% | +102.6% |
| 3Y | +201.4% | +72.8% | +128.6% | +108.0% |
| 5Y | +568.9% | +54.1% | +514.8% | +391.4% |
| 10Y | +891.8% | +140.6% | +751.2% | +487.5% |
| All | +19,173.3% | +156.6% | +19,016.6% | +9,130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling