+1,460.0%
SPGI vs VXUS
+179.6%
+1,280.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -2.0% |
| 7D | +0.1% | +1.0% | -0.9% | -0.7% |
| 30D | +8.4% | +2.2% | +6.2% | +6.4% |
| 3M | +11.8% | +3.0% | +8.9% | +8.2% |
| 6M | +5.7% | +10.7% | -4.9% | -4.7% |
| YTD | -9.7% | +17.8% | -27.5% | -23.2% |
| 1Y | -12.5% | +27.6% | -40.0% | -30.8% |
| 3Y | +21.8% | +73.3% | -51.5% | -27.4% |
| 5Y | +8.2% | +54.3% | -46.1% | -28.6% |
| 10Y | +309.5% | +149.8% | +159.7% | +77.8% |
| All | +1,460.0% | +179.6% | +1,280.3% | +514.3% |
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 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