+395.7%
EFA vs VLO
+7,813.4%
-7,417.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | +5.2% | -4.6% | -0.8% |
| 30D | +0.9% | +22.6% | -21.7% | -4.6% |
| 3M | +4.9% | +43.8% | -38.9% | -5.2% |
| 6M | +8.6% | +65.7% | -57.2% | -6.5% |
| YTD | +14.6% | +131.1% | -116.5% | -10.3% |
| 1Y | +22.6% | +143.6% | -121.0% | -5.8% |
| 3Y | +66.5% | +201.4% | -134.9% | +17.0% |
| 5Y | +54.5% | +568.9% | -514.4% | -17.7% |
| 10Y | +144.8% | +891.8% | -747.0% | +2.5% |
| All | +395.7% | +7,813.4% | -7,417.7% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling