+193.8%
VLO vs EWZ
+45.8%
+148.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | +6.2% | -0.1% | +6.3% | +6.3% |
| 30D | +23.5% | +8.2% | +15.3% | +21.1% |
| 3M | +53.9% | +13.3% | +40.6% | +48.9% |
| 6M | +81.7% | +3.6% | +78.1% | +78.7% |
| YTD | +142.5% | +21.0% | +121.5% | +124.2% |
| 1Y | +145.4% | +34.7% | +110.8% | +117.4% |
| All | +193.8% | +45.8% | +148.0% | +144.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling