+19,646.9%
VLO vs EWJ
+139.6%
+19,507.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +9.6% | +4.0% | +5.7% | +7.2% |
| 30D | -17.4% | -4.3% | -13.1% | -15.4% |
| 3M | +10.8% | -6.8% | +17.6% | +14.9% |
| 6M | +56.9% | -0.9% | +57.8% | +55.9% |
| YTD | +136.8% | +14.3% | +122.5% | +112.6% |
| 1Y | +120.7% | +15.3% | +105.4% | +96.9% |
| 3Y | +231.9% | +65.6% | +166.3% | +134.0% |
| 5Y | +479.0% | +47.5% | +431.6% | +335.1% |
| 10Y | +792.2% | +126.2% | +666.0% | +446.4% |
| All | +19,646.9% | +139.6% | +19,507.3% | +9,708.8% |
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