+1,164.9%
VST vs IEFA
+148.4%
+1,016.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +6.6% | +2.2% | +4.4% | +4.4% |
| 30D | -12.4% | +1.1% | -13.4% | -13.5% |
| 3M | -9.0% | -4.3% | -4.7% | -5.1% |
| 6M | -6.4% | +1.4% | -7.8% | -7.6% |
| YTD | -17.2% | +10.1% | -27.3% | -24.5% |
| 1Y | -22.0% | +12.9% | -34.9% | -30.7% |
| 3Y | +296.7% | +65.8% | +230.9% | +150.8% |
| 5Y | +637.6% | +47.7% | +589.9% | +412.3% |
| All | +1,164.9% | +148.4% | +1,016.5% | +474.2% |
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 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