+223.1%
VLO vs FXI
+43.4%
+179.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.1% |
| 7D | -6.5% | +4.4% | -10.8% | -7.2% |
| 30D | -17.8% | +1.2% | -19.0% | -18.0% |
| 3M | +19.6% | -4.2% | +23.8% | +20.4% |
| 6M | +49.3% | -6.2% | +55.5% | +50.6% |
| YTD | +122.4% | -8.8% | +131.2% | +125.2% |
| 1Y | +107.4% | -11.6% | +119.1% | +111.7% |
| 3Y | +223.1% | +45.1% | +177.9% | +206.5% |
| All | +223.1% | +43.4% | +179.7% | +206.5% |
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