-4.6%
STM vs VXUS
+45.4%
-50.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | +2.1% | +9.9% | +7.7% |
| 30D | -0.4% | -1.1% | +0.8% | +2.5% |
| 3M | -13.2% | -5.6% | -7.6% | -1.9% |
| 6M | -26.1% | -2.3% | -23.8% | -19.4% |
| YTD | +81.2% | +10.4% | +70.8% | +59.7% |
| 1Y | +98.3% | +13.1% | +85.3% | +67.6% |
| 3Y | +16.7% | +68.0% | -51.3% | -49.2% |
| All | -4.6% | +45.4% | -50.0% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling