+924.9%
VLO vs IEFA
+148.3%
+776.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.2% |
| 7D | +5.3% | -1.6% | +6.9% | +7.0% |
| 30D | +18.2% | -1.5% | +19.7% | +20.0% |
| 3M | +53.3% | +3.4% | +49.9% | +47.2% |
| 6M | +70.4% | +9.5% | +61.0% | +49.9% |
| YTD | +143.4% | +13.0% | +130.3% | +105.0% |
| 1Y | +153.0% | +18.0% | +135.0% | +102.1% |
| 3Y | +195.0% | +65.4% | +129.6% | +53.0% |
| 5Y | +618.8% | +51.6% | +567.2% | +313.2% |
| All | +924.9% | +148.3% | +776.6% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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