+822.6%
VOO vs EFA
+227.8%
+594.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.1% |
| 7D | +0.5% | +1.2% | -0.7% | -0.4% |
| 30D | -0.9% | -0.7% | -0.2% | -0.4% |
| 3M | +3.9% | +6.4% | -2.5% | -1.3% |
| 6M | +14.5% | +11.4% | +3.2% | +4.6% |
| YTD | +13.0% | +14.0% | -1.0% | +1.0% |
| 1Y | +19.4% | +20.2% | -0.8% | +2.3% |
| 3Y | +78.9% | +68.2% | +10.7% | +15.8% |
| 5Y | +82.3% | +54.8% | +27.5% | +25.9% |
| 10Y | +314.2% | +142.4% | +171.8% | +102.3% |
| All | +822.6% | +227.8% | +594.8% | +254.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling