+209.4%
IEFA vs VIAV
+527.4%
-317.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.1% |
| 7D | -2.4% | +11.2% | -13.6% | -4.5% |
| 30D | -2.1% | -2.6% | +0.5% | -2.2% |
| 3M | +5.5% | -20.1% | +25.7% | +8.1% |
| 6M | +8.1% | +25.8% | -17.7% | -0.4% |
| YTD | +11.9% | +109.9% | -98.0% | -8.7% |
| 1Y | +18.1% | +214.3% | -196.2% | -12.6% |
| 3Y | +65.5% | +281.6% | -216.2% | +13.7% |
| 5Y | +50.1% | +132.6% | -82.5% | +13.7% |
| 10Y | +144.2% | +396.7% | -252.4% | +55.8% |
| All | +209.4% | +527.4% | -317.9% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling