+199.4%
EFA vs VCIT
+96.4%
+103.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | -5.1% | -1.4% | -3.7% | -4.4% |
| 6M | -1.2% | -2.1% | +0.9% | -0.1% |
| YTD | +7.8% | -1.6% | +9.4% | +8.8% |
| 1Y | +12.2% | -0.9% | +13.1% | +12.9% |
| 3Y | +61.5% | +20.0% | +41.5% | +50.3% |
| 5Y | +45.8% | +3.1% | +42.6% | +38.7% |
| 10Y | +141.8% | +28.7% | +113.1% | +137.7% |
| All | +199.4% | +96.4% | +103.0% | +313.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling