+444.1%
STM vs VXUS
+140.9%
+303.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +1.6% |
| 7D | -7.9% | +0.5% | -8.4% | -8.4% |
| 30D | -14.1% | -2.5% | -11.6% | -9.4% |
| 3M | -17.6% | -4.6% | -13.0% | -9.3% |
| 6M | -24.2% | -2.6% | -21.6% | -17.0% |
| YTD | +73.3% | +10.4% | +62.9% | +53.7% |
| 1Y | +90.1% | +12.9% | +77.2% | +62.4% |
| 3Y | +10.3% | +68.4% | -58.0% | -50.6% |
| 5Y | -5.7% | +47.7% | -53.4% | -45.4% |
| 10Y | +444.1% | +142.2% | +301.9% | +71.0% |
| All | +444.1% | +140.9% | +303.2% | +71.0% |
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