+45.8%
EFA vs VCIT
+3.2%
+42.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -1.2% | +1.9% | -3.1% | -3.1% |
| 3M | -5.1% | -1.4% | -3.7% | -3.6% |
| 6M | -1.2% | -2.1% | +0.9% | +1.1% |
| YTD | +7.8% | -1.6% | +9.4% | +9.9% |
| 1Y | +12.2% | -0.9% | +13.1% | +13.5% |
| 3Y | +61.5% | +20.0% | +41.5% | +37.5% |
| All | +45.8% | +3.2% | +42.5% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling