+373.4%
VST vs VXUS
+73.9%
+299.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +2.8% |
| 7D | +8.9% | +1.0% | +7.9% | +7.4% |
| 30D | +6.2% | +2.2% | +4.0% | +3.1% |
| 3M | -2.7% | +3.0% | -5.7% | -6.6% |
| 6M | -8.4% | +10.7% | -19.0% | -20.8% |
| YTD | -7.2% | +17.8% | -25.0% | -27.0% |
| 1Y | -20.9% | +27.6% | -48.5% | -44.8% |
| All | +373.4% | +73.9% | +299.6% | +126.8% |
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 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