+191.2%
VLO vs IEFA
+64.1%
+127.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +4.0% | -2.4% | +6.4% | +4.8% |
| 30D | +19.0% | -2.1% | +21.1% | +19.8% |
| 3M | +50.0% | +5.5% | +44.4% | +46.7% |
| 6M | +79.1% | +8.1% | +71.0% | +71.8% |
| YTD | +140.3% | +11.9% | +128.4% | +123.9% |
| 1Y | +148.3% | +18.1% | +130.3% | +122.5% |
| All | +191.2% | +64.1% | +127.1% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling