+376.6%
EFA vs VMC
+693.7%
-317.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | +2.2% | -1.3% | +3.5% | +2.7% |
| 30D | +1.4% | +15.5% | -14.1% | -3.6% |
| 3M | -4.2% | +0.6% | -4.7% | -4.6% |
| 6M | +1.9% | +2.1% | -0.2% | +0.4% |
| YTD | +10.2% | -1.6% | +11.8% | +9.4% |
| 1Y | +12.8% | -1.2% | +14.0% | +11.8% |
| 3Y | +65.2% | +35.3% | +29.9% | +44.6% |
| 5Y | +49.8% | +43.6% | +6.2% | +26.7% |
| 10Y | +145.2% | +126.7% | +18.4% | +63.7% |
| All | +376.6% | +693.7% | -317.1% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling