+68.8%
IEFA vs VCIT
+18.9%
+49.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.0% |
| 30D | -0.6% | -0.8% | +0.2% | +0.4% |
| 3M | +6.2% | -0.5% | +6.7% | +7.0% |
| 6M | +11.2% | -1.4% | +12.6% | +13.2% |
| YTD | +14.2% | -0.8% | +15.0% | +15.5% |
| 1Y | +20.0% | +0.3% | +19.7% | +20.1% |
| 3Y | +68.8% | +19.2% | +49.6% | +46.2% |
| All | +68.8% | +18.9% | +49.8% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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