+144.6%
IEFA vs VIAV
+419.4%
-274.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.3% |
| 7D | -1.6% | +11.2% | -12.7% | -3.7% |
| 30D | -1.5% | -10.1% | +8.6% | +0.1% |
| 3M | +3.4% | -22.9% | +26.3% | +6.9% |
| 6M | +9.5% | +28.8% | -19.3% | -0.2% |
| YTD | +13.0% | +117.5% | -104.4% | -9.9% |
| 1Y | +18.0% | +216.1% | -198.1% | -14.9% |
| 3Y | +65.4% | +292.2% | -226.8% | +9.0% |
| 5Y | +51.6% | +141.0% | -89.4% | +12.1% |
| All | +144.6% | +419.4% | -274.9% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling