+322.9%
SPYM vs VXUS
+146.7%
+176.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.2% |
| 7D | -0.4% | +0.3% | -0.6% | -0.6% |
| 30D | -1.4% | +0.7% | -2.0% | -2.0% |
| 3M | +3.7% | +4.8% | -1.0% | -0.7% |
| 6M | +13.0% | +11.3% | +1.7% | +1.9% |
| YTD | +12.5% | +16.5% | -4.0% | -3.0% |
| 1Y | +18.6% | +24.3% | -5.7% | -3.7% |
| 3Y | +78.0% | +74.5% | +3.5% | +4.7% |
| 5Y | +82.3% | +54.3% | +28.0% | +20.1% |
| 10Y | +322.9% | +150.1% | +172.7% | +84.4% |
| All | +322.9% | +146.7% | +176.2% | +84.4% |
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