+68.4%
IEFA vs VLTO
+73.3%
-4.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.9% |
| 7D | +1.1% | +2.0% | -1.0% | +0.6% |
| 30D | +1.2% | +21.8% | -20.6% | -3.2% |
| 3M | -3.4% | +20.2% | -23.6% | -7.3% |
| 6M | +2.0% | +36.3% | -34.3% | -5.5% |
| YTD | +11.0% | +18.8% | -7.9% | +6.7% |
| 1Y | +15.2% | +20.4% | -5.2% | +10.2% |
| 3Y | +68.4% | +71.9% | -3.5% | +53.2% |
| All | +68.4% | +73.3% | -4.9% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling