+215.7%
IEFA vs VMC
+513.8%
-298.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.1% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | -0.6% | -9.1% | +8.5% | +2.1% |
| 3M | +6.2% | -4.1% | +10.4% | +7.1% |
| 6M | +11.2% | -5.5% | +16.7% | +12.4% |
| YTD | +14.2% | -8.9% | +23.1% | +16.2% |
| 1Y | +20.0% | -12.9% | +33.0% | +23.6% |
| 3Y | +68.8% | +22.1% | +46.6% | +55.6% |
| 5Y | +52.7% | +52.7% | -0.1% | +30.4% |
| 10Y | +144.2% | +152.7% | -8.5% | +72.0% |
| All | +215.7% | +513.8% | -298.1% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling