+50.1%
EFA vs VFC
-68.3%
+118.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | -0.3% |
| 7D | +2.2% | +1.6% | +0.6% | +2.0% |
| 30D | +1.4% | +25.5% | -24.1% | -1.7% |
| 3M | -4.2% | +41.3% | -45.4% | -8.6% |
| 6M | +1.9% | +22.2% | -20.3% | -1.5% |
| YTD | +10.2% | +16.4% | -6.2% | +6.9% |
| 1Y | +12.8% | +38.4% | -25.6% | +6.7% |
| 3Y | +65.2% | +56.2% | +9.0% | +43.1% |
| All | +50.1% | -68.3% | +118.5% | +101.1% |
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