+183.8%
VXUS vs SPYG
+922.5%
-738.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.0% | +0.4% | +0.6% | +0.7% |
| 30D | +2.2% | -0.4% | +2.6% | +2.5% |
| 3M | +3.0% | +0.5% | +2.4% | +2.4% |
| 6M | +10.7% | +17.5% | -6.8% | -2.0% |
| YTD | +17.8% | +14.3% | +3.5% | +6.4% |
| 1Y | +27.6% | +21.7% | +5.9% | +9.7% |
| 3Y | +73.3% | +98.6% | -25.3% | -0.5% |
| 5Y | +54.3% | +85.1% | -30.8% | -8.3% |
| 10Y | +149.8% | +412.0% | -262.2% | -45.9% |
| All | +183.8% | +922.5% | -738.7% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling