+559.8%
VTI vs IEFA
+212.1%
+347.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -0.1% |
| 7D | -0.9% | -1.6% | +0.7% | +0.5% |
| 30D | -1.4% | -1.5% | 0.0% | -0.2% |
| 3M | +3.6% | +3.4% | +0.2% | +0.5% |
| 6M | +13.6% | +9.5% | +4.1% | +4.6% |
| YTD | +12.9% | +13.0% | -0.1% | +0.8% |
| 1Y | +17.2% | +18.0% | -0.8% | +0.8% |
| 3Y | +75.7% | +65.4% | +10.3% | +11.5% |
| 5Y | +75.4% | +51.6% | +23.9% | +19.9% |
| 10Y | +303.3% | +146.7% | +156.6% | +82.4% |
| All | +559.8% | +212.1% | +347.7% | +136.9% |
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