+144.8%
EFA vs VCIT
+29.7%
+115.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +3.0% | +3.0% |
| 7D | +1.2% | +0.7% | +0.5% | +0.6% |
| 30D | +1.5% | +1.8% | -0.3% | -0.1% |
| 3M | -3.3% | -1.6% | -1.8% | -1.9% |
| 6M | +2.6% | -2.1% | +4.7% | +4.6% |
| YTD | +11.0% | -1.6% | +12.6% | +12.8% |
| 1Y | +15.1% | -0.8% | +15.9% | +16.2% |
| 3Y | +67.6% | +19.9% | +47.7% | +45.5% |
| 5Y | +50.5% | +3.3% | +47.2% | +43.6% |
| 10Y | +144.8% | +30.6% | +114.2% | +127.4% |
| All | +144.8% | +29.7% | +115.2% | +127.4% |
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