+215.7%
IEFA vs VFC
-48.2%
+263.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | +1.2% | +0.8% | +0.3% | +1.0% |
| 30D | -0.6% | -11.9% | +11.4% | +1.9% |
| 3M | +6.2% | -20.2% | +26.4% | +10.1% |
| 6M | +11.2% | -23.0% | +34.2% | +15.7% |
| YTD | +14.2% | -26.2% | +40.4% | +19.5% |
| 1Y | +20.0% | -13.3% | +33.3% | +20.6% |
| 3Y | +68.8% | -25.5% | +94.3% | +58.5% |
| 5Y | +52.7% | -78.1% | +130.8% | +100.5% |
| 10Y | +144.2% | -68.8% | +213.0% | +169.0% |
| All | +215.7% | -48.2% | +263.8% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling