+66.6%
EFA vs VLTO
+54.8%
+11.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.4% | +5.4% | -6.8% | -2.5% |
| 30D | -1.2% | +22.3% | -23.5% | -5.5% |
| 3M | -5.1% | +19.6% | -24.7% | -8.8% |
| 6M | -1.2% | +35.2% | -36.4% | -8.2% |
| YTD | +7.8% | +17.9% | -10.1% | +3.8% |
| 1Y | +12.2% | +19.5% | -7.4% | +7.5% |
| 3Y | +61.5% | +73.9% | -12.4% | +44.1% |
| All | +66.6% | +54.8% | +11.8% | +51.6% |
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