+217.5%
IEFA vs VCIT
+50.0%
+167.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | +1.0% | -0.8% | +1.8% | +1.6% |
| 3M | +4.7% | -1.0% | +5.7% | +5.5% |
| 6M | +8.6% | -1.8% | +10.4% | +10.2% |
| YTD | +14.8% | -0.7% | +15.5% | +15.6% |
| 1Y | +22.6% | +1.0% | +21.6% | +22.0% |
| 3Y | +67.0% | +18.8% | +48.2% | +49.6% |
| 5Y | +52.3% | +3.5% | +48.8% | +44.5% |
| 10Y | +147.3% | +29.2% | +118.1% | +127.7% |
| All | +217.5% | +50.0% | +167.5% | +183.7% |
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