+152.5%
EFA vs VTEB
+25.5%
+127.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.7% |
| 7D | -1.5% | -0.9% | -0.6% | -0.8% |
| 30D | -1.7% | -2.5% | +0.8% | +0.4% |
| 3M | +3.5% | -3.0% | +6.5% | +6.0% |
| 6M | +9.5% | -2.1% | +11.6% | +11.5% |
| YTD | +12.9% | -1.5% | +14.4% | +14.4% |
| 1Y | +18.2% | +0.2% | +18.0% | +18.3% |
| 3Y | +64.8% | +8.6% | +56.3% | +55.5% |
| 5Y | +53.9% | +1.2% | +52.7% | +51.5% |
| 10Y | +144.8% | +18.1% | +126.7% | +160.3% |
| All | +152.5% | +25.5% | +127.0% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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