+414.3%
VUG vs IEFA
+148.3%
+266.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | -0.1% |
| 7D | -0.5% | -1.6% | +1.1% | +1.1% |
| 30D | -1.0% | -1.5% | +0.5% | +0.5% |
| 3M | +3.5% | +3.4% | +0.1% | +0.2% |
| 6M | +14.2% | +9.5% | +4.7% | +4.2% |
| YTD | +8.5% | +13.0% | -4.6% | -4.4% |
| 1Y | +12.9% | +18.0% | -5.1% | -4.7% |
| 3Y | +85.6% | +65.4% | +20.3% | +11.1% |
| 5Y | +78.1% | +51.6% | +26.6% | +16.6% |
| All | +414.3% | +148.3% | +266.0% | +119.4% |
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