+10,071.3%
VLO vs EWZ
+436.1%
+9,635.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +5.2% | +6.5% | -1.3% | +2.0% |
| 30D | +22.6% | +4.8% | +17.8% | +19.6% |
| 3M | +43.8% | +9.9% | +33.9% | +36.9% |
| 6M | +65.7% | +1.9% | +63.8% | +61.6% |
| YTD | +131.1% | +20.3% | +110.8% | +107.3% |
| 1Y | +143.6% | +35.6% | +108.0% | +105.6% |
| 3Y | +201.4% | +43.4% | +157.9% | +142.6% |
| 5Y | +568.9% | +55.9% | +512.9% | +401.5% |
| 10Y | +891.8% | +84.2% | +807.7% | +522.8% |
| All | +10,071.3% | +436.1% | +9,635.2% | +4,042.9% |
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