+953.6%
VRT vs EFA
+53.1%
+900.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.1% | -8.5% | -7.7% |
| 7D | +2.4% | -0.5% | +2.9% | +3.4% |
| 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% | +35.1% |
| 1Y | +109.6% | +19.3% | +90.3% | +59.5% |
| 3Y | +573.1% | +66.3% | +506.7% | +200.0% |
| 5Y | +953.6% | +53.4% | +900.3% | +410.6% |
| All | +953.6% | +53.1% | +900.5% | +410.6% |
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