+71.7%
EFA vs VLTO
+56.1%
+15.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.8% |
| 7D | +1.2% | +2.0% | -0.8% | +0.8% |
| 30D | +1.5% | +21.8% | -20.3% | -2.8% |
| 3M | -3.3% | +20.2% | -23.5% | -7.2% |
| 6M | +2.6% | +36.3% | -33.8% | -4.8% |
| YTD | +11.0% | +18.8% | -7.8% | +6.8% |
| 1Y | +15.1% | +20.4% | -5.3% | +10.2% |
| 3Y | +67.6% | +71.9% | -4.3% | +49.9% |
| All | +71.7% | +56.1% | +15.5% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling