+2,723.0%
VRT vs EFA
+102.8%
+2,620.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.2% |
| 7D | +9.1% | +0.6% | +8.5% | +8.3% |
| 30D | +0.9% | +0.9% | +0.1% | -0.1% |
| 3M | -13.4% | +4.9% | -18.3% | -17.9% |
| 6M | +11.7% | +8.6% | +3.1% | +1.4% |
| YTD | +73.2% | +14.6% | +58.6% | +47.7% |
| 1Y | +123.4% | +22.6% | +100.8% | +75.5% |
| 3Y | +606.2% | +66.5% | +539.6% | +291.6% |
| 5Y | +899.9% | +54.5% | +845.4% | +504.2% |
| All | +2,723.0% | +102.8% | +2,620.2% | +1,057.7% |
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