+976.8%
VRT vs IEFA
+50.0%
+926.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.1% | -8.5% | -7.8% |
| 7D | +2.4% | -0.5% | +2.9% | +3.4% |
| 30D | -2.7% | -1.1% | -1.6% | -0.6% |
| 3M | -9.2% | +5.1% | -14.3% | -15.8% |
| 6M | -0.5% | +9.3% | -9.8% | -13.5% |
| YTD | +62.3% | +13.0% | +49.4% | +34.4% |
| 1Y | +109.6% | +19.2% | +90.4% | +59.6% |
| 3Y | +573.1% | +67.0% | +506.1% | +197.6% |
| All | +976.8% | +50.0% | +926.8% | +427.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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