+573.1%
VRT vs EFA
+64.9%
+508.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.1% | -8.5% | -7.7% |
| 7D | +2.4% | -0.5% | +2.9% | +3.5% |
| 30D | -2.7% | -1.3% | -1.3% | -0.2% |
| 3M | -9.2% | +5.2% | -14.4% | -15.9% |
| 6M | -0.5% | +9.4% | -9.9% | -13.5% |
| YTD | +62.3% | +12.7% | +49.6% | +35.0% |
| 1Y | +109.6% | +19.3% | +90.3% | +59.6% |
| All | +573.1% | +64.9% | +508.1% | +202.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling