+53.4%
EFA vs VFC
-78.7%
+132.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | -0.5% | -2.3% | +1.9% | -0.2% |
| 30D | -1.3% | -13.4% | +12.0% | +0.5% |
| 3M | +5.2% | -23.7% | +28.9% | +8.5% |
| 6M | +9.4% | -24.5% | +33.8% | +12.7% |
| YTD | +12.7% | -27.8% | +40.6% | +16.7% |
| 1Y | +19.3% | -13.5% | +32.7% | +19.9% |
| 3Y | +66.3% | -27.1% | +93.4% | +61.6% |
| 5Y | +53.4% | -79.0% | +132.4% | +105.7% |
| All | +53.4% | -78.7% | +132.0% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling