+128.3%
SBUX vs VXUS
+146.7%
-18.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.2% |
| 7D | -6.3% | +0.3% | -6.5% | -6.5% |
| 30D | -3.9% | +0.7% | -4.5% | -4.5% |
| 3M | +3.3% | +4.8% | -1.5% | -1.7% |
| 6M | +1.4% | +11.3% | -9.9% | -9.8% |
| YTD | +21.0% | +16.5% | +4.4% | +2.6% |
| 1Y | +22.4% | +24.3% | -1.9% | -2.7% |
| 3Y | +13.2% | +74.5% | -61.3% | -36.0% |
| 5Y | -5.2% | +54.3% | -59.5% | -39.5% |
| 10Y | +128.3% | +150.1% | -21.8% | -5.6% |
| All | +128.3% | +146.7% | -18.3% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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