+312.6%
SPYM vs VXUS
+146.4%
+166.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.5% |
| 7D | +3.3% | +2.3% | +1.0% | +1.2% |
| 30D | -2.6% | -2.2% | -0.4% | -0.6% |
| 3M | -1.7% | -5.4% | +3.7% | +3.2% |
| 6M | +3.1% | -1.2% | +4.4% | +3.9% |
| YTD | +12.0% | +10.4% | +1.6% | +1.3% |
| 1Y | +12.1% | +11.8% | +0.3% | +0.1% |
| 3Y | +78.5% | +68.4% | +10.2% | +8.1% |
| 5Y | +73.8% | +45.9% | +28.0% | +20.4% |
| All | +312.6% | +146.4% | +166.2% | +84.6% |
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