+205.2%
IEFA vs VCIT
+48.3%
+156.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | 0.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +0.7% | +1.1% | -0.5% | -0.2% |
| 3M | -3.4% | -1.4% | -2.0% | -2.4% |
| 6M | +1.5% | -2.3% | +3.8% | +3.3% |
| YTD | +10.4% | -1.8% | +12.2% | +12.1% |
| 1Y | +13.4% | -1.0% | +14.4% | +14.5% |
| 3Y | +66.7% | +19.3% | +47.4% | +49.2% |
| 5Y | +49.5% | +3.8% | +45.7% | +42.1% |
| 10Y | +145.8% | +30.6% | +115.2% | +128.6% |
| All | +205.2% | +48.3% | +156.9% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling