+769.3%
VST vs EFA
+54.3%
+715.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +8.9% | +0.6% | +8.3% | +8.3% |
| 30D | +6.2% | +0.9% | +5.3% | +5.3% |
| 3M | -2.7% | +4.9% | -7.6% | -7.2% |
| 6M | -8.4% | +8.6% | -16.9% | -15.6% |
| YTD | -7.2% | +14.6% | -21.8% | -18.9% |
| 1Y | -20.9% | +22.6% | -43.5% | -35.3% |
| 3Y | +384.0% | +66.5% | +317.5% | +208.2% |
| All | +769.3% | +54.3% | +715.1% | +464.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling