+1,002.6%
VST vs EFA
+131.2%
+871.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.3% | +11.3% |
| 7D | -9.8% | -1.4% | -8.4% | -9.0% |
| 30D | -25.1% | -1.2% | -24.0% | -24.5% |
| 3M | -11.6% | -5.1% | -6.5% | -7.2% |
| 6M | -20.9% | -1.2% | -19.7% | -20.0% |
| YTD | -22.3% | +7.8% | -30.1% | -27.8% |
| 1Y | -32.0% | +12.2% | -44.2% | -39.3% |
| 3Y | +262.4% | +61.5% | +200.9% | +134.5% |
| 5Y | +563.4% | +45.8% | +517.6% | +366.3% |
| 10Y | +1,120.7% | +141.8% | +978.9% | +475.4% |
| All | +1,002.6% | +131.2% | +871.4% | +423.6% |
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