+674.7%
SPYM vs VXUS
+161.9%
+512.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | +0.2% |
| 7D | -0.6% | +0.5% | -1.1% | -0.9% |
| 30D | -3.7% | -2.5% | -1.1% | -1.7% |
| 3M | -2.7% | -4.6% | +1.9% | +0.9% |
| 6M | +2.2% | -2.6% | +4.9% | +4.1% |
| YTD | +10.9% | +10.4% | +0.5% | +2.0% |
| 1Y | +11.3% | +12.9% | -1.5% | +0.6% |
| 3Y | +76.8% | +68.4% | +8.5% | +16.8% |
| 5Y | +73.5% | +47.7% | +25.9% | +26.6% |
| 10Y | +307.9% | +142.2% | +165.7% | +110.9% |
| All | +674.7% | +161.9% | +512.8% | +269.5% |
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