+790.3%
VLO vs EWZ
+68.6%
+721.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.7% |
| 7D | +9.6% | +0.8% | +8.9% | +9.3% |
| 30D | -17.4% | -24.4% | +7.0% | -8.2% |
| 3M | +10.8% | -4.6% | +15.4% | +9.9% |
| 6M | +56.9% | -11.6% | +68.5% | +60.5% |
| YTD | +136.8% | +2.4% | +134.4% | +122.6% |
| 1Y | +120.7% | +2.1% | +118.6% | +107.2% |
| 3Y | +231.9% | +18.7% | +213.2% | +184.3% |
| 5Y | +479.0% | +54.2% | +424.8% | +321.7% |
| All | +790.3% | +68.6% | +721.8% | +506.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling