+1,238.2%
VST vs IEFA
+146.3%
+1,091.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.2% |
| 7D | +9.9% | +1.2% | +8.7% | +8.6% |
| 30D | +7.9% | -0.6% | +8.5% | +8.6% |
| 3M | +3.4% | +6.2% | -2.8% | -2.4% |
| 6M | -4.1% | +11.2% | -15.3% | -13.5% |
| YTD | -5.7% | +14.2% | -19.9% | -17.0% |
| 1Y | -18.9% | +20.0% | -38.9% | -31.9% |
| 3Y | +359.1% | +68.8% | +290.3% | +185.1% |
| 5Y | +766.9% | +52.7% | +714.2% | +484.3% |
| All | +1,238.2% | +146.3% | +1,091.9% | +501.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling