+262.4%
VST vs EFA
+60.9%
+201.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.3% | +11.5% |
| 7D | -9.8% | -1.4% | -8.4% | -8.7% |
| 30D | -25.1% | -1.2% | -24.0% | -24.3% |
| 3M | -11.6% | -5.1% | -6.5% | -5.8% |
| 6M | -20.9% | -1.2% | -19.7% | -20.0% |
| YTD | -22.3% | +7.8% | -30.1% | -30.3% |
| 1Y | -32.0% | +12.2% | -44.2% | -42.4% |
| 3Y | +262.4% | +61.5% | +200.9% | +114.4% |
| All | +262.4% | +60.9% | +201.4% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling