+82.3%
SPYM vs VXUS
+54.5%
+27.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +0.6% | +1.6% | -1.0% | -0.7% |
| 30D | -0.9% | +1.0% | -1.9% | -1.8% |
| 3M | +3.9% | +5.7% | -1.8% | -1.0% |
| 6M | +14.5% | +13.6% | +1.0% | +2.2% |
| YTD | +13.0% | +17.4% | -4.4% | -2.4% |
| 1Y | +19.4% | +25.1% | -5.6% | -2.5% |
| 3Y | +78.9% | +75.8% | +3.0% | +6.8% |
| 5Y | +82.3% | +55.4% | +27.0% | +21.2% |
| All | +82.3% | +54.5% | +27.8% | +21.2% |
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