+1,112.0%
VST vs VXUS
+135.4%
+976.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.1% | +10.4% | +10.4% |
| 7D | -9.8% | -1.8% | -8.0% | -8.4% |
| 30D | -25.1% | -4.6% | -20.6% | -21.5% |
| 3M | -11.6% | -6.1% | -5.5% | -5.7% |
| 6M | -20.9% | -4.9% | -16.0% | -16.6% |
| YTD | -22.3% | +8.1% | -30.4% | -27.8% |
| 1Y | -32.0% | +12.1% | -44.1% | -39.1% |
| 3Y | +262.4% | +63.9% | +198.5% | +132.6% |
| 5Y | +563.4% | +43.1% | +520.2% | +376.0% |
| All | +1,112.0% | +135.4% | +976.7% | +483.9% |
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