+761.2%
VUG vs IEFA
+215.2%
+546.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.2% |
| 7D | +0.9% | +1.2% | -0.3% | -0.2% |
| 30D | -1.4% | -0.6% | -0.8% | -0.9% |
| 3M | +2.3% | +6.2% | -3.9% | -3.2% |
| 6M | +15.7% | +11.2% | +4.5% | +4.7% |
| YTD | +8.6% | +14.2% | -5.6% | -4.3% |
| 1Y | +14.1% | +20.0% | -6.0% | -4.1% |
| 3Y | +87.9% | +68.8% | +19.1% | +14.6% |
| 5Y | +76.3% | +52.7% | +23.7% | +18.3% |
| 10Y | +409.7% | +144.2% | +265.4% | +128.8% |
| All | +761.2% | +215.2% | +546.0% | +203.6% |
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