+38.9%
IEFA vs VG
-44.6%
+83.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +2.2% | +14.0% | -11.8% | +2.2% |
| 30D | +1.1% | -1.0% | +2.0% | +1.1% |
| 3M | -4.3% | -2.7% | -1.6% | -4.3% |
| 6M | +1.4% | +1.5% | -0.1% | +1.3% |
| YTD | +10.1% | +93.7% | -83.6% | +5.7% |
| 1Y | +12.9% | +68.5% | -55.6% | +9.2% |
| All | +38.9% | -44.6% | +83.5% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3y: compounded portfolio wealth divided by compounded VG 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…
3y analysis · Full analysis span regression · 6 months rolling