+2,723.0%
VRT vs IEFA
+102.0%
+2,621.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.2% |
| 7D | +9.1% | +0.6% | +8.5% | +8.3% |
| 30D | +0.9% | +1.0% | -0.1% | -0.4% |
| 3M | -13.4% | +4.7% | -18.1% | -17.8% |
| 6M | +11.7% | +8.6% | +3.1% | +1.3% |
| YTD | +73.2% | +14.8% | +58.4% | +47.0% |
| 1Y | +123.4% | +22.6% | +100.8% | +75.2% |
| 3Y | +606.2% | +67.0% | +539.2% | +288.1% |
| 5Y | +899.9% | +52.3% | +847.6% | +510.9% |
| All | +2,723.0% | +102.0% | +2,621.1% | +1,041.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling