+262.4%
VST vs VEA
+67.5%
+194.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +11.0% | +11.1% |
| 7D | -9.8% | -2.2% | -7.6% | -7.6% |
| 30D | -25.1% | -3.4% | -21.8% | -21.8% |
| 3M | -11.6% | -5.6% | -6.0% | -4.8% |
| 6M | -20.9% | -3.4% | -17.5% | -17.4% |
| YTD | -22.3% | +9.7% | -32.0% | -32.6% |
| 1Y | -32.0% | +15.4% | -47.4% | -45.3% |
| 3Y | +262.4% | +68.5% | +193.9% | +95.4% |
| All | +262.4% | +67.5% | +194.9% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling