+938.9%
VLO vs FXI
+13.0%
+925.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | +6.2% | -2.8% | +9.0% | +7.3% |
| 30D | +23.5% | -5.3% | +28.8% | +25.9% |
| 3M | +53.9% | +0.3% | +53.5% | +53.4% |
| 6M | +81.7% | -4.6% | +86.2% | +83.5% |
| YTD | +142.5% | -9.1% | +151.6% | +148.9% |
| 1Y | +145.4% | -12.0% | +157.4% | +154.9% |
| 3Y | +197.3% | +38.6% | +158.7% | +147.7% |
| 5Y | +614.6% | -6.6% | +621.2% | +616.2% |
| 10Y | +938.9% | +15.0% | +923.9% | +824.3% |
| All | +938.9% | +13.0% | +925.9% | +824.3% |
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