+50.1%
IEFA vs VSH
+64.5%
-14.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.4% | +3.1% | -5.5% | -3.0% |
| 30D | -2.1% | -5.7% | +3.6% | -1.2% |
| 3M | +5.5% | -42.5% | +48.0% | +15.1% |
| 6M | +8.1% | +82.7% | -74.6% | -9.5% |
| YTD | +11.9% | +118.2% | -106.3% | -10.5% |
| 1Y | +18.1% | +109.7% | -91.6% | -5.4% |
| 3Y | +65.5% | +35.3% | +30.2% | +44.4% |
| 5Y | +50.1% | +65.6% | -15.5% | +16.8% |
| All | +50.1% | +64.5% | -14.4% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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