+65.2%
EFA vs VFC
+50.0%
+15.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | -0.2% |
| 7D | +2.2% | +1.6% | +0.6% | +2.1% |
| 30D | +1.4% | +25.5% | -24.1% | -1.1% |
| 3M | -4.2% | +41.3% | -45.4% | -7.7% |
| 6M | +1.9% | +22.2% | -20.3% | -0.8% |
| YTD | +10.2% | +16.4% | -6.2% | +7.6% |
| 1Y | +12.8% | +38.4% | -25.6% | +8.1% |
| 3Y | +65.2% | +56.2% | +9.0% | +52.0% |
| All | +65.2% | +50.0% | +15.2% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling