+3,415.8%
VLO vs FXI
+221.5%
+3,194.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.8% |
| 7D | +5.2% | +1.0% | +4.2% | +4.6% |
| 30D | +22.6% | -0.6% | +23.2% | +22.8% |
| 3M | +43.8% | +1.9% | +41.9% | +42.0% |
| 6M | +65.7% | -0.2% | +65.9% | +64.1% |
| YTD | +131.1% | -5.6% | +136.7% | +134.8% |
| 1Y | +143.6% | -4.7% | +148.3% | +145.8% |
| 3Y | +201.4% | +38.0% | +163.4% | +135.0% |
| 5Y | +568.9% | -2.7% | +571.6% | +489.6% |
| 10Y | +891.8% | +19.9% | +871.9% | +659.3% |
| All | +3,415.8% | +221.5% | +3,194.3% | +1,022.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling