+392.6%
STM vs VXUS
+135.4%
+257.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.2% |
| 7D | -10.7% | -1.8% | -9.0% | -7.7% |
| 30D | -25.7% | -4.6% | -21.2% | -18.7% |
| 3M | -21.6% | -6.1% | -15.5% | -11.3% |
| 6M | -27.8% | -4.9% | -22.9% | -17.5% |
| YTD | +61.8% | +8.1% | +53.7% | +48.8% |
| 1Y | +78.1% | +12.1% | +66.0% | +54.0% |
| 3Y | +4.9% | +63.9% | -59.0% | -50.8% |
| 5Y | -14.3% | +43.1% | -57.4% | -47.5% |
| All | +392.6% | +135.4% | +257.2% | +59.4% |
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