+55.4%
IEFA vs VSXY
+33.4%
+21.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.7% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -2.1% | -22.1% | +20.0% | -0.2% |
| 3M | +5.5% | -1.1% | +6.7% | +5.3% |
| 6M | +8.1% | +53.8% | -45.7% | +2.6% |
| YTD | +11.9% | +35.5% | -23.6% | +7.0% |
| 1Y | +18.1% | +186.0% | -167.9% | +4.8% |
| 3Y | +65.5% | +343.2% | -277.7% | +33.2% |
| 5Y | +50.1% | +19.0% | +31.0% | +36.1% |
| All | +55.4% | +33.4% | +21.9% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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