+146.3%
VXUS vs SPG
+114.5%
+31.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +2.3% | +3.1% | -0.8% | +1.6% |
| 30D | -2.2% | +16.4% | -18.7% | -5.7% |
| 3M | -5.4% | +7.1% | -12.5% | -7.0% |
| 6M | -1.2% | +16.1% | -17.3% | -5.0% |
| YTD | +10.4% | +30.4% | -20.1% | +3.2% |
| 1Y | +11.8% | +33.0% | -21.1% | +4.1% |
| 3Y | +68.4% | +134.6% | -66.3% | +35.8% |
| 5Y | +45.9% | +84.9% | -39.0% | +22.2% |
| All | +146.3% | +114.5% | +31.7% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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