+11.7%
SPGI vs VXUS
+42.8%
-31.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +0.3% | -1.8% | +2.0% | +1.5% |
| 30D | +18.4% | -4.6% | +22.9% | +22.1% |
| 3M | +15.7% | -6.1% | +21.8% | +20.4% |
| 6M | +17.3% | -4.9% | +22.2% | +20.1% |
| YTD | -4.7% | +8.1% | -12.8% | -12.7% |
| 1Y | +1.8% | +12.1% | -10.3% | -9.7% |
| 3Y | +31.7% | +63.9% | -32.2% | -18.3% |
| All | +11.7% | +42.8% | -31.0% | -21.5% |
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 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