+120.6%
VLO vs EWZ
+7.8%
+112.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.6% | -7.4% | -5.7% |
| 7D | -6.0% | -4.1% | -1.9% | -6.0% |
| 30D | -12.9% | -25.0% | +12.1% | -13.4% |
| 3M | +18.3% | -10.6% | +29.0% | +18.0% |
| 6M | +46.4% | -16.6% | +63.0% | +46.0% |
| YTD | +127.7% | +2.5% | +125.3% | +113.6% |
| 1Y | +120.6% | +8.1% | +112.5% | +98.8% |
| All | +120.6% | +7.8% | +112.8% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling