+183.8%
VXUS vs SPG
+333.1%
-149.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +1.0% | -2.4% | +3.4% | +1.7% |
| 30D | +2.2% | -6.8% | +9.0% | +4.3% |
| 3M | +3.0% | +2.7% | +0.3% | +1.9% |
| 6M | +10.7% | +5.5% | +5.2% | +8.6% |
| YTD | +17.8% | +15.7% | +2.1% | +12.5% |
| 1Y | +27.6% | +20.9% | +6.7% | +20.1% |
| 3Y | +73.3% | +112.4% | -39.1% | +37.0% |
| 5Y | +54.3% | +101.4% | -47.0% | +21.8% |
| 10Y | +149.8% | +60.6% | +89.2% | +118.6% |
| All | +183.8% | +333.1% | -149.3% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling