+1,934.0%
VRT vs EFA
+95.0%
+1,839.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.8% |
| 7D | +10.5% | +2.2% | +8.3% | +7.6% |
| 30D | -9.3% | +1.4% | -10.7% | -10.8% |
| 3M | -29.6% | -4.2% | -25.4% | -25.1% |
| 6M | -45.4% | +1.9% | -47.3% | -46.1% |
| YTD | +24.8% | +10.2% | +14.6% | +12.6% |
| 1Y | +23.6% | +12.8% | +10.8% | +8.5% |
| 3Y | +379.7% | +65.2% | +314.5% | +170.1% |
| 5Y | +660.3% | +49.8% | +610.5% | +382.2% |
| All | +1,934.0% | +95.0% | +1,839.0% | +782.5% |
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 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