+1,083.1%
VST vs EFA
+138.1%
+945.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.0% | +4.3% | +4.3% |
| 7D | -0.5% | +1.2% | -1.7% | -2.0% |
| 30D | -17.1% | +1.5% | -18.6% | -18.4% |
| 3M | -4.6% | -3.3% | -1.3% | -1.5% |
| 6M | -9.1% | +2.6% | -11.6% | -11.2% |
| YTD | -16.6% | +11.0% | -27.7% | -24.7% |
| 1Y | -29.5% | +15.1% | -44.6% | -38.6% |
| 3Y | +297.5% | +67.6% | +229.9% | +148.5% |
| 5Y | +654.5% | +50.5% | +604.0% | +414.6% |
| 10Y | +1,205.2% | +144.8% | +1,060.4% | +498.9% |
| All | +1,083.1% | +138.1% | +945.0% | +446.4% |
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