+218.4%
EFA vs VCIT
+98.3%
+120.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | +0.9% | -0.8% | +1.6% | +1.3% |
| 3M | +4.9% | -1.0% | +5.9% | +5.4% |
| 6M | +8.6% | -1.8% | +10.4% | +9.7% |
| YTD | +14.6% | -0.7% | +15.3% | +15.1% |
| 1Y | +22.6% | +1.0% | +21.6% | +22.3% |
| 3Y | +66.5% | +18.8% | +47.7% | +55.3% |
| 5Y | +54.5% | +3.5% | +51.1% | +46.5% |
| 10Y | +144.8% | +29.2% | +115.6% | +138.8% |
| All | +218.4% | +98.3% | +120.1% | +337.7% |
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