+142.8%
EFA vs VMC
+156.6%
-13.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -1.5% | -3.8% | +2.2% | -0.5% |
| 30D | -1.7% | -9.7% | +8.0% | +1.1% |
| 3M | +3.5% | -9.6% | +13.1% | +6.1% |
| 6M | +9.5% | -4.8% | +14.3% | +10.4% |
| YTD | +12.9% | -10.9% | +23.7% | +15.6% |
| 1Y | +18.2% | -15.6% | +33.8% | +22.7% |
| 3Y | +64.8% | +19.3% | +45.5% | +53.1% |
| 5Y | +53.9% | +48.0% | +5.9% | +32.8% |
| All | +142.8% | +156.6% | -13.8% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling