+183.8%
VXUS vs SPY
+677.7%
-493.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +2.2% | +0.1% | +2.1% | +2.1% |
| 3M | +3.0% | +2.0% | +1.0% | +1.2% |
| 6M | +10.7% | +13.0% | -2.4% | -0.5% |
| YTD | +17.8% | +13.5% | +4.3% | +5.5% |
| 1Y | +27.6% | +20.0% | +7.6% | +8.7% |
| 3Y | +73.3% | +77.2% | -3.9% | +2.6% |
| 5Y | +54.3% | +81.9% | -27.5% | -11.9% |
| 10Y | +149.8% | +314.1% | -164.2% | -39.4% |
| All | +183.8% | +677.7% | -493.9% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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