+227.8%
VST vs VXUS
+63.0%
+164.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.7% | -2.5% | -1.0% |
| 7D | -19.9% | -3.4% | -16.5% | -16.3% |
| 30D | -29.7% | -5.8% | -23.8% | -23.5% |
| 3M | -19.6% | -6.4% | -13.1% | -11.7% |
| 6M | -29.4% | -2.5% | -26.9% | -27.1% |
| YTD | -29.7% | +7.9% | -37.6% | -38.0% |
| 1Y | -40.0% | +11.5% | -51.5% | -49.8% |
| All | +227.8% | +63.0% | +164.8% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling