+167.6%
VXUS vs SPG
+387.1%
-219.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.3% |
| 7D | +0.8% | +5.1% | -4.3% | -0.6% |
| 30D | -1.9% | +16.8% | -18.7% | -6.2% |
| 3M | -4.4% | +5.7% | -10.1% | -6.0% |
| 6M | -2.0% | +17.8% | -19.8% | -6.8% |
| YTD | +11.1% | +30.1% | -19.0% | +2.5% |
| 1Y | +15.1% | +32.8% | -17.7% | +5.5% |
| 3Y | +70.4% | +137.2% | -66.8% | +30.5% |
| 5Y | +47.2% | +81.5% | -34.3% | +19.6% |
| 10Y | +142.3% | +116.5% | +25.8% | +84.1% |
| All | +167.6% | +387.1% | -219.4% | +13.0% |
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