+1,058.9%
VST vs IEFA
+138.1%
+920.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.5% |
| 7D | -6.0% | +1.1% | -7.1% | -7.3% |
| 30D | -18.8% | +0.7% | -19.4% | -19.4% |
| 3M | -8.0% | -3.4% | -4.7% | -5.0% |
| 6M | -10.9% | +1.5% | -12.4% | -12.1% |
| YTD | -18.3% | +10.4% | -28.7% | -25.8% |
| 1Y | -29.9% | +13.4% | -43.3% | -37.9% |
| 3Y | +290.3% | +66.7% | +223.6% | +145.9% |
| 5Y | +635.3% | +49.5% | +585.8% | +405.3% |
| 10Y | +1,162.4% | +145.8% | +1,016.6% | +482.5% |
| All | +1,058.9% | +138.1% | +920.8% | +438.0% |
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