+120.7%
VLO vs FXI
-17.2%
+137.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +9.6% | -4.2% | +13.8% | +8.3% |
| 30D | -17.4% | -1.1% | -16.3% | -17.6% |
| 3M | +10.8% | -4.0% | +14.7% | +9.8% |
| 6M | +56.9% | -11.8% | +68.8% | +49.0% |
| YTD | +136.8% | -11.9% | +148.7% | +129.9% |
| 1Y | +120.7% | -16.1% | +136.8% | +117.9% |
| All | +120.7% | -17.2% | +137.9% | +117.9% |
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