+212.3%
IEFA vs VRSN
+512.6%
-300.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.5% |
| 7D | -0.5% | -1.0% | +0.6% | -0.2% |
| 30D | -1.1% | -1.9% | +0.8% | -0.7% |
| 3M | +5.1% | +1.4% | +3.7% | +4.1% |
| 6M | +9.3% | +19.0% | -9.7% | +2.7% |
| YTD | +13.0% | +19.2% | -6.3% | +5.6% |
| 1Y | +19.2% | +1.7% | +17.5% | +16.9% |
| 3Y | +67.0% | +41.4% | +25.6% | +45.4% |
| 5Y | +51.1% | +31.7% | +19.4% | +32.3% |
| 10Y | +146.5% | +290.3% | -143.8% | +59.3% |
| All | +212.3% | +512.6% | -300.3% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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