+297.8%
VTI vs EFA
+146.6%
+151.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -0.1% |
| 7D | -0.9% | -1.5% | +0.6% | +0.5% |
| 30D | -1.4% | -1.7% | +0.2% | +0.1% |
| 3M | +3.6% | +3.5% | +0.1% | +0.3% |
| 6M | +13.6% | +9.5% | +4.1% | +4.0% |
| YTD | +12.9% | +12.9% | 0.0% | +0.2% |
| 1Y | +17.2% | +18.2% | -1.0% | -0.4% |
| 3Y | +75.7% | +64.8% | +10.8% | +8.2% |
| 5Y | +75.4% | +53.9% | +21.5% | +15.2% |
| All | +297.8% | +146.6% | +151.2% | +72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling