+54.6%
VXUS vs SPYG
+84.1%
-29.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | +0.7% | -1.7% | +2.4% | +1.6% |
| 3M | +4.8% | +3.6% | +1.1% | +2.6% |
| 6M | +11.3% | +16.6% | -5.3% | +2.1% |
| YTD | +16.5% | +13.4% | +3.1% | +8.5% |
| 1Y | +24.3% | +19.6% | +4.7% | +12.2% |
| 3Y | +74.5% | +99.8% | -25.3% | +15.8% |
| All | +54.6% | +84.1% | -29.5% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling