+65.4%
IEFA vs VTR
+132.9%
-67.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -1.5% | +1.1% | -2.6% | -1.7% |
| 3M | +3.4% | +7.9% | -4.5% | +1.5% |
| 6M | +9.5% | +6.2% | +3.3% | +7.8% |
| YTD | +13.0% | +17.7% | -4.7% | +8.9% |
| 1Y | +18.0% | +32.9% | -14.9% | +10.4% |
| 3Y | +65.4% | +129.7% | -64.3% | +34.1% |
| All | +65.4% | +132.9% | -67.5% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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