+1,205.2%
VST vs IEFA
+147.9%
+1,057.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.0% | +4.3% | +4.3% |
| 7D | -0.5% | +1.1% | -1.6% | -1.9% |
| 30D | -17.1% | +1.2% | -18.3% | -18.2% |
| 3M | -4.6% | -3.4% | -1.2% | -1.4% |
| 6M | -9.1% | +2.0% | -11.1% | -10.8% |
| YTD | -16.6% | +11.0% | -27.6% | -24.6% |
| 1Y | -29.5% | +15.2% | -44.7% | -38.6% |
| 3Y | +297.5% | +68.4% | +229.1% | +147.8% |
| 5Y | +654.5% | +48.4% | +606.1% | +421.6% |
| 10Y | +1,205.2% | +146.4% | +1,058.9% | +502.4% |
| All | +1,205.2% | +147.9% | +1,057.3% | +502.4% |
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