+153.0%
VLO vs IEFA
+18.9%
+134.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.7% |
| 7D | +5.3% | -1.6% | +6.9% | +4.7% |
| 30D | +18.2% | -1.5% | +19.7% | +17.6% |
| 3M | +53.3% | +3.4% | +49.9% | +55.2% |
| 6M | +70.4% | +9.5% | +61.0% | +77.6% |
| YTD | +143.4% | +13.0% | +130.3% | +144.0% |
| 1Y | +153.0% | +18.0% | +135.0% | +148.8% |
| All | +153.0% | +18.9% | +134.1% | +148.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling