+754.3%
VLO vs FXI
+20.8%
+733.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.2% |
| 7D | -0.4% | -1.9% | +1.5% | +0.2% |
| 30D | -16.6% | -0.6% | -15.9% | -16.5% |
| 3M | +12.3% | -4.9% | +17.2% | +13.9% |
| 6M | +47.8% | -8.8% | +56.6% | +52.1% |
| YTD | +126.7% | -10.7% | +137.5% | +133.6% |
| 1Y | +105.4% | -15.2% | +120.6% | +115.9% |
| 3Y | +222.0% | +42.5% | +179.5% | +164.0% |
| 5Y | +449.8% | -7.8% | +457.7% | +454.1% |
| 10Y | +754.3% | +20.0% | +734.3% | +639.7% |
| All | +754.3% | +20.8% | +733.5% | +639.7% |
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