+183.4%
VLO vs FXI
+43.9%
+139.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +5.2% | +1.0% | +4.2% | +5.0% |
| 30D | +22.6% | -0.6% | +23.2% | +22.7% |
| 3M | +43.8% | +1.9% | +41.9% | +43.1% |
| 6M | +65.7% | -0.2% | +65.9% | +65.1% |
| YTD | +131.1% | -5.6% | +136.7% | +132.8% |
| 1Y | +143.6% | -4.7% | +148.3% | +144.9% |
| All | +183.4% | +43.9% | +139.5% | +165.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling