+1,216.9%
VST vs VXUS
+149.6%
+1,067.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.0% |
| 7D | +8.9% | +1.0% | +7.9% | +7.8% |
| 30D | +6.2% | +2.2% | +4.0% | +3.9% |
| 3M | -2.7% | +3.0% | -5.7% | -5.4% |
| 6M | -8.4% | +10.7% | -19.0% | -17.1% |
| YTD | -7.2% | +17.8% | -25.0% | -21.0% |
| 1Y | -20.9% | +27.6% | -48.5% | -37.7% |
| 3Y | +384.0% | +73.3% | +310.7% | +192.4% |
| 5Y | +757.1% | +54.3% | +702.7% | +470.1% |
| All | +1,216.9% | +149.6% | +1,067.3% | +488.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling