+146.1%
EFA vs VCIT
+31.2%
+114.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | +1.3% | -1.4% | +2.7% | +2.5% |
| 30D | +0.5% | +0.8% | -0.3% | -0.2% |
| 3M | -4.1% | -1.7% | -2.4% | -2.6% |
| 6M | +2.4% | -2.1% | +4.5% | +4.4% |
| YTD | +10.0% | -2.0% | +12.1% | +12.2% |
| 1Y | +11.4% | -1.5% | +12.9% | +13.1% |
| 3Y | +65.4% | +19.0% | +46.4% | +44.5% |
| 5Y | +49.6% | +3.8% | +45.8% | +42.4% |
| All | +146.1% | +31.2% | +114.9% | +128.3% |
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