+83.7%
VOO vs EFA
+52.4%
+31.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | 0.0% |
| 7D | -0.8% | -1.5% | +0.8% | +0.5% |
| 30D | -1.1% | -1.7% | +0.6% | +0.3% |
| 3M | +3.9% | +3.5% | +0.4% | +0.9% |
| 6M | +13.6% | +9.5% | +4.2% | +5.1% |
| YTD | +12.7% | +12.9% | -0.2% | +1.3% |
| 1Y | +17.6% | +18.2% | -0.6% | +1.6% |
| 3Y | +77.3% | +64.8% | +12.5% | +13.9% |
| All | +83.7% | +52.4% | +31.3% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 5y: compounded portfolio wealth divided by compounded EFA 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…
5y analysis · Full analysis span regression · 6 months rolling