+10,321.3%
VLO vs EWZ
+356.2%
+9,965.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.7% |
| 7D | +9.6% | +0.8% | +8.9% | +9.2% |
| 30D | -17.4% | -24.4% | +7.0% | -7.5% |
| 3M | +10.8% | -4.6% | +15.4% | +10.2% |
| 6M | +56.9% | -11.6% | +68.5% | +61.1% |
| YTD | +136.8% | +2.4% | +134.4% | +123.6% |
| 1Y | +120.7% | +2.1% | +118.6% | +108.1% |
| 3Y | +231.9% | +18.7% | +213.2% | +185.7% |
| 5Y | +479.0% | +54.2% | +424.8% | +326.7% |
| 10Y | +792.2% | +65.9% | +726.3% | +477.9% |
| All | +10,321.3% | +356.2% | +9,965.0% | +4,367.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling