+679.0%
SPYM vs VXUS
+161.8%
+517.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +2.1% | +0.4% | +0.9% |
| 30D | -2.0% | -1.1% | -0.9% | -1.1% |
| 3M | -2.8% | -5.6% | +2.8% | +1.6% |
| 6M | +2.2% | -2.3% | +4.4% | +3.7% |
| YTD | +11.5% | +10.4% | +1.2% | +2.6% |
| 1Y | +13.5% | +13.1% | +0.5% | +2.5% |
| 3Y | +78.0% | +68.0% | +10.0% | +17.8% |
| 5Y | +73.1% | +45.8% | +27.3% | +27.5% |
| 10Y | +310.9% | +144.7% | +166.2% | +111.2% |
| All | +679.0% | +161.8% | +517.2% | +271.7% |
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