-34.9%
VST vs EFA
+16.9%
-51.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.6% | -16.4% | -16.3% |
| 7D | -15.7% | +2.0% | -17.7% | -17.6% |
| 30D | -17.0% | +1.6% | -18.6% | -18.4% |
| 3M | -15.9% | -1.5% | -14.4% | -14.5% |
| 6M | -25.0% | +6.6% | -31.6% | -30.0% |
| YTD | -25.1% | +11.8% | -36.9% | -34.3% |
| 1Y | -34.9% | +16.9% | -51.7% | -44.0% |
| All | -34.9% | +16.9% | -51.8% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling