+65.2%
EFA vs VLO
+236.1%
-170.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +2.2% | +9.6% | -7.4% | +1.7% |
| 30D | +1.4% | -17.4% | +18.8% | +2.3% |
| 3M | -4.2% | +10.8% | -14.9% | -5.0% |
| 6M | +1.9% | +56.9% | -55.0% | -1.5% |
| YTD | +10.2% | +136.8% | -126.6% | +0.4% |
| 1Y | +12.8% | +120.7% | -107.9% | +3.7% |
| 3Y | +65.2% | +231.9% | -166.7% | +39.0% |
| All | +65.2% | +236.1% | -170.9% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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