+120.6%
VLO vs FXI
-10.5%
+131.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.2% | -10.0% | -4.7% |
| 7D | -6.0% | +6.6% | -12.5% | -4.5% |
| 30D | -12.9% | +2.2% | -15.1% | -12.2% |
| 3M | +18.3% | -4.7% | +23.1% | +17.7% |
| 6M | +46.4% | -4.7% | +51.1% | +43.8% |
| YTD | +127.7% | -9.0% | +136.7% | +123.8% |
| 1Y | +120.6% | -10.5% | +131.1% | +118.8% |
| All | +120.6% | -10.5% | +131.2% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling