+160.2%
VXUS vs SPG
+377.5%
-217.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -1.8% | +4.9% | -6.7% | -3.1% |
| 30D | -4.6% | +15.6% | -20.2% | -8.5% |
| 3M | -6.1% | +4.1% | -10.2% | -7.3% |
| 6M | -4.9% | +13.6% | -18.5% | -8.7% |
| YTD | +8.1% | +27.5% | -19.5% | +0.2% |
| 1Y | +12.1% | +32.2% | -20.1% | +2.8% |
| 3Y | +63.9% | +126.0% | -62.1% | +27.2% |
| 5Y | +43.1% | +74.7% | -31.6% | +17.5% |
| 10Y | +139.2% | +112.8% | +26.4% | +82.5% |
| All | +160.2% | +377.5% | -217.2% | +10.5% |
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