+21.0%
STM vs VXUS
+54.3%
-33.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +0.9% |
| 7D | +5.8% | +1.0% | +4.8% | +3.8% |
| 30D | -1.0% | +2.2% | -3.2% | -4.8% |
| 3M | -33.3% | +3.0% | -36.2% | -35.1% |
| 6M | +57.4% | +10.7% | +46.7% | +35.4% |
| YTD | +102.2% | +17.8% | +84.3% | +55.8% |
| 1Y | +99.6% | +27.6% | +72.0% | +33.7% |
| 3Y | +14.5% | +73.3% | -58.8% | -53.7% |
| All | +21.0% | +54.3% | -33.3% | -38.0% |
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 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