+1,216.9%
VST vs EFA
+145.8%
+1,071.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| 6M | -8.4% | +8.6% | -16.9% | -15.4% |
| YTD | -7.2% | +14.6% | -21.8% | -18.7% |
| 1Y | -20.9% | +22.6% | -43.5% | -35.1% |
| 3Y | +384.0% | +66.5% | +317.5% | +203.5% |
| 5Y | +757.1% | +54.5% | +702.5% | +470.4% |
| All | +1,216.9% | +145.8% | +1,071.0% | +490.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling