+1,238.2%
VST vs EFA
+144.5%
+1,093.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +2.2% |
| 7D | +9.9% | +1.2% | +8.7% | +8.6% |
| 30D | +7.9% | -0.7% | +8.6% | +8.7% |
| 3M | +3.4% | +6.4% | -3.0% | -2.6% |
| 6M | -4.1% | +11.4% | -15.5% | -13.7% |
| YTD | -5.7% | +14.0% | -19.7% | -16.9% |
| 1Y | -18.9% | +20.2% | -39.1% | -32.1% |
| 3Y | +359.1% | +68.2% | +290.9% | +185.5% |
| 5Y | +766.9% | +54.8% | +712.1% | +476.1% |
| All | +1,238.2% | +144.5% | +1,093.7% | +503.1% |
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