+65.7%
VLO vs FXI
+0.1%
+65.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | +0.5% |
| 7D | +5.2% | +1.0% | +4.2% | +5.6% |
| 30D | +22.6% | -0.6% | +23.2% | +22.5% |
| 3M | +43.8% | +1.9% | +41.9% | +41.8% |
| 6M | +65.7% | -0.2% | +65.9% | +63.1% |
| All | +65.7% | +0.1% | +65.7% | +63.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling