+209.4%
IEFA vs VTV
+436.1%
-226.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | -2.4% | -2.1% | -0.4% | -0.6% |
| 30D | -2.1% | -1.3% | -0.8% | -1.0% |
| 3M | +5.5% | +5.6% | -0.1% | +0.6% |
| 6M | +8.1% | +12.4% | -4.3% | -2.2% |
| YTD | +11.9% | +17.6% | -5.7% | -2.7% |
| 1Y | +18.1% | +23.5% | -5.4% | -1.5% |
| 3Y | +65.5% | +67.0% | -1.6% | +5.9% |
| 5Y | +50.1% | +80.5% | -30.5% | -10.2% |
| 10Y | +144.2% | +230.6% | -86.4% | -17.0% |
| All | +209.4% | +436.1% | -226.6% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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