-20.9%
VST vs EFA
-1.0%
-20.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.3% | +11.3% |
| 7D | -9.8% | -1.4% | -8.4% | -8.7% |
| 30D | -25.1% | -1.2% | -24.0% | -24.2% |
| 3M | -11.6% | -5.1% | -6.5% | -5.7% |
| 6M | -20.9% | -1.2% | -19.7% | -20.8% |
| All | -20.9% | -1.0% | -20.0% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling