+422.5%
STM vs VXUS
+144.6%
+278.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +3.9% | +1.7% |
| 7D | -5.6% | +0.8% | -6.3% | -6.5% |
| 30D | -14.4% | -1.9% | -12.6% | -10.8% |
| 3M | -20.5% | -4.4% | -16.1% | -12.8% |
| 6M | -24.5% | -2.0% | -22.5% | -18.3% |
| YTD | +72.7% | +11.1% | +61.6% | +51.3% |
| 1Y | +91.0% | +15.1% | +76.0% | +57.8% |
| 3Y | +13.5% | +70.4% | -56.9% | -50.2% |
| 5Y | -9.2% | +47.2% | -56.4% | -47.1% |
| 10Y | +422.5% | +142.3% | +280.3% | +59.5% |
| All | +422.5% | +144.6% | +278.0% | +59.5% |
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