+77.2%
EFA vs VLTO
+27.2%
+50.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +0.6% | -2.3% | +2.9% | +1.1% |
| 30D | +0.9% | -0.9% | +1.7% | +1.0% |
| 3M | +4.9% | +13.8% | -8.9% | +1.3% |
| 6M | +8.6% | +2.0% | +6.6% | +7.9% |
| YTD | +14.6% | -3.2% | +17.8% | +15.3% |
| 1Y | +22.6% | -9.2% | +31.8% | +25.6% |
| All | +77.2% | +27.2% | +50.0% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling