+1,179.1%
VST vs EFA
+146.6%
+1,032.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.4% |
| 7D | +19.2% | +1.3% | +17.9% | +17.7% |
| 30D | -17.2% | +0.5% | -17.7% | -17.7% |
| 3M | -8.1% | -4.1% | -4.0% | -4.4% |
| 6M | -8.1% | +2.4% | -10.6% | -10.2% |
| YTD | -16.3% | +10.0% | -26.3% | -23.7% |
| 1Y | -24.1% | +11.4% | -35.5% | -31.7% |
| 3Y | +300.2% | +65.4% | +234.8% | +153.1% |
| 5Y | +645.9% | +49.6% | +596.3% | +411.2% |
| All | +1,179.1% | +146.6% | +1,032.5% | +481.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling