+1,179.1%
VST vs VXUS
+146.4%
+1,032.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.7% |
| 7D | +19.2% | +2.3% | +16.8% | +16.6% |
| 30D | -17.2% | -2.2% | -14.9% | -15.2% |
| 3M | -8.1% | -5.4% | -2.7% | -2.7% |
| 6M | -8.1% | -1.2% | -6.9% | -6.6% |
| YTD | -16.3% | +10.4% | -26.6% | -23.8% |
| 1Y | -24.1% | +11.8% | -35.9% | -31.8% |
| 3Y | +300.2% | +68.4% | +231.8% | +150.1% |
| 5Y | +645.9% | +45.9% | +600.1% | +425.4% |
| All | +1,179.1% | +146.4% | +1,032.7% | +484.2% |
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