+601.6%
VLO vs FXI
-7.1%
+608.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.7% | +3.7% |
| 7D | +5.8% | -1.0% | +6.7% | +5.9% |
| 30D | +28.3% | -3.2% | +31.6% | +29.0% |
| 3M | +48.7% | +1.7% | +47.1% | +48.2% |
| 6M | +71.9% | -1.6% | +73.5% | +71.7% |
| YTD | +138.7% | -7.9% | +146.6% | +141.3% |
| 1Y | +148.5% | -9.6% | +158.1% | +152.1% |
| 3Y | +192.7% | +40.5% | +152.2% | +171.5% |
| 5Y | +601.6% | -6.2% | +607.9% | +665.8% |
| All | +601.6% | -7.1% | +608.7% | +665.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling