+50.4%
IEFA vs VIG
+63.0%
-12.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.4% |
| 7D | -1.6% | -1.1% | -0.5% | -0.6% |
| 30D | -1.5% | -2.7% | +1.3% | +1.0% |
| 3M | +3.4% | +2.5% | +0.9% | +1.1% |
| 6M | +9.5% | +9.2% | +0.3% | +1.2% |
| YTD | +13.0% | +9.8% | +3.2% | +4.0% |
| 1Y | +18.0% | +12.4% | +5.6% | +6.4% |
| 3Y | +65.4% | +55.9% | +9.5% | +10.6% |
| All | +50.4% | +63.0% | -12.6% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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