+968.7%
VTI vs EFA
+382.5%
+586.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.1% |
| 7D | -2.0% | -2.4% | +0.3% | -0.1% |
| 30D | -1.9% | -2.2% | +0.3% | -0.2% |
| 3M | +4.5% | +5.7% | -1.1% | 0.0% |
| 6M | +12.6% | +8.2% | +4.4% | +5.4% |
| YTD | +12.0% | +11.8% | +0.2% | +2.0% |
| 1Y | +17.3% | +18.3% | -1.0% | +2.1% |
| 3Y | +75.3% | +64.9% | +10.4% | +16.7% |
| 5Y | +74.0% | +52.4% | +21.6% | +23.3% |
| 10Y | +300.0% | +142.4% | +157.6% | +99.0% |
| All | +968.7% | +382.5% | +586.2% | +182.6% |
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