+311.5%
SPY vs VXUS
+145.9%
+165.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | +0.5% | +1.6% | -1.0% | -0.9% |
| 30D | -0.9% | +1.0% | -1.9% | -1.9% |
| 3M | +3.9% | +5.7% | -1.8% | -1.3% |
| 6M | +14.5% | +13.6% | +0.9% | +1.4% |
| YTD | +12.9% | +17.4% | -4.5% | -3.3% |
| 1Y | +19.4% | +25.1% | -5.7% | -3.6% |
| 3Y | +78.5% | +75.8% | +2.6% | +4.5% |
| 5Y | +81.8% | +55.4% | +26.4% | +19.2% |
| 10Y | +311.5% | +146.4% | +165.1% | +80.6% |
| All | +311.5% | +145.9% | +165.6% | +80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling