+790.3%
VLO vs FXI
+19.2%
+771.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +9.6% | -4.2% | +13.8% | +11.3% |
| 30D | -17.4% | -1.1% | -16.3% | -17.2% |
| 3M | +10.8% | -4.0% | +14.7% | +12.0% |
| 6M | +56.9% | -11.8% | +68.8% | +63.5% |
| YTD | +136.8% | -11.9% | +148.7% | +145.1% |
| 1Y | +120.7% | -16.1% | +136.8% | +132.8% |
| 3Y | +231.9% | +38.8% | +193.1% | +175.1% |
| 5Y | +479.0% | -9.1% | +488.1% | +486.4% |
| All | +790.3% | +19.2% | +771.1% | +671.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling