+142.4%
EFA vs VCIT
+29.0%
+113.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -0.7% | -0.8% | 0.0% | 0.0% |
| 3M | +6.4% | -0.5% | +6.9% | +6.9% |
| 6M | +11.4% | -1.4% | +12.8% | +12.9% |
| YTD | +14.0% | -0.8% | +14.8% | +15.0% |
| 1Y | +20.2% | +0.3% | +19.9% | +20.2% |
| 3Y | +68.2% | +19.2% | +49.0% | +46.5% |
| 5Y | +54.8% | +3.6% | +51.2% | +47.2% |
| 10Y | +142.4% | +29.3% | +113.1% | +124.0% |
| All | +142.4% | +29.0% | +113.4% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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