+9.5%
SPGI vs VXUS
+54.3%
-44.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | +0.1% | +1.0% | -0.9% | -0.6% |
| 30D | +8.4% | +2.2% | +6.2% | +6.7% |
| 3M | +11.8% | +3.0% | +8.9% | +9.0% |
| 6M | +5.7% | +10.7% | -4.9% | -3.1% |
| YTD | -9.7% | +17.8% | -27.5% | -21.8% |
| 1Y | -12.5% | +27.6% | -40.0% | -29.4% |
| 3Y | +21.8% | +73.3% | -51.5% | -26.2% |
| All | +9.5% | +54.3% | -44.8% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling