+142.8%
EFA vs VTV
+234.5%
-91.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.4% |
| 7D | -1.5% | -1.1% | -0.4% | -0.6% |
| 30D | -1.7% | -1.0% | -0.6% | -0.8% |
| 3M | +3.5% | +4.6% | -1.2% | -0.4% |
| 6M | +9.5% | +13.5% | -4.0% | -1.5% |
| YTD | +12.9% | +18.5% | -5.6% | -2.0% |
| 1Y | +18.2% | +22.9% | -4.7% | -0.4% |
| 3Y | +64.8% | +67.8% | -3.0% | +6.8% |
| 5Y | +53.9% | +81.8% | -28.0% | -6.5% |
| All | +142.8% | +234.5% | -91.7% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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