+473.2%
VLO vs IEFA
+47.3%
+425.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +9.6% | +2.2% | +7.4% | +8.5% |
| 30D | -17.4% | +1.1% | -18.5% | -17.9% |
| 3M | +10.8% | -4.3% | +15.0% | +12.9% |
| 6M | +56.9% | +1.4% | +55.6% | +54.8% |
| YTD | +136.8% | +10.1% | +126.7% | +119.1% |
| 1Y | +120.7% | +12.9% | +107.8% | +100.6% |
| 3Y | +231.9% | +65.8% | +166.1% | +129.6% |
| All | +473.2% | +47.3% | +425.9% | +352.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling