+614.6%
VLO vs EWZ
+63.8%
+550.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.1% |
| 7D | +6.2% | -0.1% | +6.3% | +6.3% |
| 30D | +23.5% | +8.2% | +15.3% | +20.0% |
| 3M | +53.9% | +13.3% | +40.6% | +46.8% |
| 6M | +81.7% | +3.6% | +78.1% | +77.5% |
| YTD | +142.5% | +21.0% | +121.5% | +121.2% |
| 1Y | +145.4% | +34.7% | +110.8% | +113.5% |
| 3Y | +197.3% | +48.3% | +149.0% | +143.9% |
| 5Y | +614.6% | +60.1% | +554.5% | +452.3% |
| All | +614.6% | +63.8% | +550.8% | +452.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling