+2,397.0%
VRT vs EFA
+97.8%
+2,299.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -4.5% |
| 7D | -7.7% | -2.4% | -5.3% | -4.6% |
| 30D | -12.0% | -2.2% | -9.7% | -9.0% |
| 3M | -11.7% | +5.7% | -17.3% | -17.1% |
| 6M | -8.1% | +8.2% | -16.3% | -16.0% |
| YTD | +53.2% | +11.8% | +41.5% | +35.2% |
| 1Y | +81.7% | +18.3% | +63.4% | +49.9% |
| 3Y | +535.3% | +64.9% | +470.4% | +258.1% |
| 5Y | +916.4% | +52.4% | +864.0% | +529.1% |
| All | +2,397.0% | +97.8% | +2,299.2% | +960.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling