+1,232.7%
VST vs VEA
+160.8%
+1,071.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | +0.5% |
| 7D | +5.3% | +0.3% | +5.0% | +5.0% |
| 30D | +5.8% | +0.4% | +5.3% | +5.3% |
| 3M | +3.5% | +4.8% | -1.3% | -1.2% |
| 6M | -7.4% | +11.3% | -18.7% | -16.8% |
| YTD | -6.1% | +17.4% | -23.5% | -19.8% |
| 1Y | -21.6% | +26.2% | -47.8% | -37.7% |
| 3Y | +357.2% | +77.7% | +279.4% | +167.6% |
| 5Y | +777.0% | +60.9% | +716.1% | +457.5% |
| All | +1,232.7% | +160.8% | +1,071.9% | +462.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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