+71.9%
IEFA vs VLTO
+57.1%
+14.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.1% | +1.5% | -2.6% | -1.4% |
| 30D | +1.3% | +20.9% | -19.6% | -2.9% |
| 3M | -3.2% | +21.4% | -24.6% | -7.3% |
| 6M | +2.0% | +37.6% | -35.6% | -5.5% |
| YTD | +10.7% | +19.5% | -8.9% | +6.3% |
| 1Y | +13.0% | +22.0% | -9.1% | +7.7% |
| 3Y | +67.1% | +70.7% | -3.6% | +49.3% |
| All | +71.9% | +57.1% | +14.8% | +55.7% |
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