+180.6%
VXUS vs SNY
+142.4%
+38.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.5% |
| 7D | +0.3% | -3.6% | +3.9% | +1.7% |
| 30D | +0.7% | -1.4% | +2.1% | +1.2% |
| 3M | +4.8% | -4.2% | +9.0% | +6.1% |
| 6M | +11.3% | +2.0% | +9.4% | +9.7% |
| YTD | +16.5% | -6.7% | +23.2% | +18.7% |
| 1Y | +24.3% | -4.7% | +29.0% | +25.1% |
| 3Y | +74.5% | -8.1% | +82.6% | +72.3% |
| 5Y | +54.3% | +8.2% | +46.1% | +37.4% |
| 10Y | +150.1% | +64.8% | +85.3% | +72.3% |
| All | +180.6% | +142.4% | +38.2% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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