+377.4%
VT vs IEF
+65.0%
+312.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.2% |
| 30D | +1.0% | -0.8% | +1.8% | +0.3% |
| 3M | +2.4% | -1.0% | +3.4% | +1.5% |
| 6M | +12.0% | -2.8% | +14.8% | +9.2% |
| YTD | +15.3% | -1.5% | +16.8% | +13.7% |
| 1Y | +22.6% | -0.4% | +23.0% | +22.0% |
| 3Y | +74.7% | +9.7% | +65.0% | +88.7% |
| 5Y | +66.1% | -8.3% | +74.5% | +42.0% |
| 10Y | +225.0% | +4.6% | +220.4% | +235.9% |
| All | +377.4% | +65.0% | +312.4% | +1,054.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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