+63.7%
IEFA vs VMC
+17.8%
+46.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.4% | -3.7% | +1.3% | -1.5% |
| 30D | -2.1% | -12.8% | +10.7% | +1.4% |
| 3M | +5.5% | -7.9% | +13.5% | +7.4% |
| 6M | +8.1% | -7.5% | +15.6% | +9.8% |
| YTD | +11.9% | -11.6% | +23.6% | +14.3% |
| 1Y | +18.1% | -14.3% | +32.3% | +21.5% |
| All | +63.7% | +17.8% | +46.0% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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