+1,232.7%
VST vs VXUS
+146.8%
+1,086.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.4% |
| 7D | +5.3% | +0.3% | +5.0% | +5.0% |
| 30D | +5.8% | +0.7% | +5.1% | +5.1% |
| 3M | +3.5% | +4.8% | -1.3% | -1.1% |
| 6M | -7.4% | +11.3% | -18.7% | -16.8% |
| YTD | -6.1% | +16.5% | -22.6% | -19.1% |
| 1Y | -21.6% | +24.3% | -45.9% | -36.6% |
| 3Y | +357.2% | +74.5% | +282.7% | +175.0% |
| 5Y | +777.0% | +54.3% | +722.7% | +484.0% |
| All | +1,232.7% | +146.8% | +1,086.0% | +502.4% |
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