+197.8%
IEFA vs VCIT
+48.5%
+149.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -1.5% | +1.9% | -3.4% | -2.8% |
| 3M | -5.2% | -1.4% | -3.7% | -4.2% |
| 6M | -1.6% | -2.1% | +0.5% | 0.0% |
| YTD | +7.7% | -1.6% | +9.3% | +9.2% |
| 1Y | +12.2% | -0.9% | +13.1% | +13.2% |
| 3Y | +62.1% | +20.0% | +42.1% | +44.5% |
| 5Y | +43.7% | +3.1% | +40.6% | +37.0% |
| 10Y | +142.7% | +28.7% | +114.0% | +125.1% |
| All | +197.8% | +48.5% | +149.2% | +167.9% |
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