+147.3%
VXUS vs SPYG
+424.6%
-277.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | -1.4% | -0.9% | -0.5% | -0.9% |
| 30D | -0.5% | -1.5% | +1.1% | +0.5% |
| 3M | +2.6% | +3.7% | -1.2% | +0.1% |
| 6M | +10.9% | +16.4% | -5.6% | +0.4% |
| YTD | +16.1% | +13.3% | +2.8% | +7.0% |
| 1Y | +22.3% | +17.9% | +4.4% | +9.6% |
| 3Y | +72.0% | +98.3% | -26.3% | +6.8% |
| 5Y | +54.1% | +86.4% | -32.3% | -1.7% |
| All | +147.3% | +424.6% | -277.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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