+393.0%
EFA vs VMC
+634.5%
-241.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | -0.7% | -9.1% | +8.4% | +2.5% |
| 3M | +6.4% | -4.1% | +10.5% | +7.4% |
| 6M | +11.4% | -5.5% | +16.9% | +12.8% |
| YTD | +14.0% | -8.9% | +22.9% | +16.4% |
| 1Y | +20.2% | -12.9% | +33.2% | +24.4% |
| 3Y | +68.2% | +22.1% | +46.1% | +52.6% |
| 5Y | +54.8% | +52.7% | +2.1% | +28.0% |
| 10Y | +142.4% | +152.7% | -10.4% | +54.7% |
| All | +393.0% | +634.5% | -241.4% | +63.3% |
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