+57.7%
VZ vs IEFA
+67.5%
-9.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.6% |
| 7D | +2.4% | +1.1% | +1.3% | +2.3% |
| 30D | +11.2% | +0.7% | +10.5% | +11.1% |
| 3M | 0.0% | -3.4% | +3.3% | +0.3% |
| 6M | +1.3% | +1.5% | -0.2% | +1.0% |
| YTD | +21.3% | +10.4% | +10.9% | +19.1% |
| 1Y | +23.9% | +13.4% | +10.6% | +20.9% |
| 3Y | +57.7% | +66.7% | -9.0% | +46.3% |
| All | +57.7% | +67.5% | -9.8% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling