+1,205.2%
VST vs VXUS
+144.6%
+1,060.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +4.4% |
| 7D | -0.5% | +0.8% | -1.3% | -1.4% |
| 30D | -17.1% | -1.9% | -15.2% | -15.4% |
| 3M | -4.6% | -4.4% | -0.2% | 0.0% |
| 6M | -9.1% | -2.0% | -7.1% | -6.9% |
| YTD | -16.6% | +11.1% | -27.7% | -24.6% |
| 1Y | -29.5% | +15.1% | -44.5% | -38.4% |
| 3Y | +297.5% | +70.4% | +227.1% | +145.9% |
| 5Y | +654.5% | +47.2% | +607.4% | +427.0% |
| 10Y | +1,205.2% | +142.3% | +1,063.0% | +515.8% |
| All | +1,205.2% | +144.6% | +1,060.7% | +515.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling