+64.6%
EFA vs VLO
+195.4%
-130.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -0.5% | +6.2% | -6.7% | -0.9% |
| 30D | -1.3% | +23.5% | -24.8% | -2.7% |
| 3M | +5.2% | +53.9% | -48.7% | +2.0% |
| 6M | +9.4% | +81.7% | -72.3% | +3.7% |
| YTD | +12.7% | +142.5% | -129.7% | +2.6% |
| 1Y | +19.3% | +145.4% | -126.2% | +8.2% |
| All | +64.6% | +195.4% | -130.8% | +39.9% |
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