+3,226.1%
VLO vs FXI
+208.4%
+3,017.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | -9.5% | +3.7% | -13.2% | -11.5% |
| 30D | -19.1% | +0.5% | -19.6% | -19.6% |
| 3M | +11.4% | -5.7% | +17.1% | +14.1% |
| 6M | +46.7% | -6.9% | +53.6% | +51.0% |
| YTD | +118.6% | -9.5% | +128.1% | +125.9% |
| 1Y | +99.9% | -14.0% | +113.9% | +112.3% |
| 3Y | +210.5% | +44.5% | +165.9% | +135.2% |
| 5Y | +432.7% | -2.8% | +435.5% | +366.6% |
| 10Y | +717.1% | +20.3% | +696.8% | +520.2% |
| All | +3,226.1% | +208.4% | +3,017.7% | +979.9% |
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