+50.1%
IEFA vs VFC
-79.4%
+129.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.7% |
| 7D | -2.4% | -3.3% | +0.9% | -2.0% |
| 30D | -2.1% | -14.0% | +11.9% | -0.2% |
| 3M | +5.5% | -22.6% | +28.1% | +8.7% |
| 6M | +8.1% | -24.7% | +32.8% | +11.5% |
| YTD | +11.9% | -29.0% | +40.9% | +16.1% |
| 1Y | +18.1% | -13.8% | +31.9% | +18.8% |
| 3Y | +65.5% | -28.2% | +93.7% | +61.0% |
| 5Y | +50.1% | -79.0% | +129.0% | +101.6% |
| All | +50.1% | -79.4% | +129.5% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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