+207.6%
EFA vs VCIT
+97.0%
+110.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | +1.6% | +1.5% | +0.1% | +0.8% |
| 3M | -3.2% | -1.0% | -2.2% | -2.7% |
| 6M | +2.5% | -1.7% | +4.1% | +3.4% |
| YTD | +10.7% | -1.4% | +12.1% | +11.6% |
| 1Y | +12.8% | -0.9% | +13.7% | +13.5% |
| 3Y | +66.4% | +19.8% | +46.6% | +54.9% |
| 5Y | +51.4% | +4.6% | +46.8% | +43.6% |
| 10Y | +146.3% | +31.5% | +114.8% | +143.7% |
| All | +207.6% | +97.0% | +110.6% | +324.3% |
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 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