+48.0%
IEFA vs VXUS
+45.4%
+2.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | +2.1% | +0.1% | +0.1% |
| 30D | +1.1% | -1.1% | +2.2% | +2.2% |
| 3M | -4.3% | -5.6% | +1.4% | +1.3% |
| 6M | +1.4% | -2.3% | +3.6% | +3.4% |
| YTD | +10.1% | +10.4% | -0.3% | -0.9% |
| 1Y | +12.9% | +13.1% | -0.2% | -0.8% |
| 3Y | +65.8% | +68.0% | -2.2% | -2.8% |
| All | +48.0% | +45.4% | +2.6% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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