+373.4%
VST vs VEA
+77.3%
+296.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.0% |
| 7D | +8.9% | +1.0% | +7.9% | +7.6% |
| 30D | +6.2% | +1.9% | +4.3% | +3.6% |
| 3M | -2.7% | +3.2% | -5.9% | -6.7% |
| 6M | -8.4% | +10.2% | -18.6% | -19.6% |
| YTD | -7.2% | +18.9% | -26.1% | -26.8% |
| 1Y | -20.9% | +29.3% | -50.2% | -44.6% |
| All | +373.4% | +77.3% | +296.1% | +129.3% |
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