+296.7%
VST vs VEA
+74.1%
+222.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +6.6% | +2.3% | +4.3% | +3.6% |
| 30D | -12.4% | +0.2% | -12.6% | -12.7% |
| 3M | -9.0% | -5.3% | -3.7% | -2.2% |
| 6M | -6.4% | -0.9% | -5.5% | -5.3% |
| YTD | -17.2% | +12.2% | -29.4% | -30.2% |
| 1Y | -22.0% | +16.1% | -38.1% | -37.5% |
| 3Y | +296.7% | +73.0% | +223.7% | +110.7% |
| All | +296.7% | +74.1% | +222.6% | +110.7% |
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