+165.8%
VXUS vs SPYG
+865.8%
-700.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.7% |
| 7D | +2.1% | +2.3% | -0.2% | +0.4% |
| 30D | -1.1% | -6.5% | +5.3% | +3.8% |
| 3M | -5.6% | -6.8% | +1.2% | -0.7% |
| 6M | -2.3% | -3.1% | +0.9% | -0.2% |
| YTD | +10.4% | +8.0% | +2.3% | +3.8% |
| 1Y | +13.1% | +10.2% | +2.8% | +4.7% |
| 3Y | +68.0% | +91.0% | -23.0% | -0.9% |
| 5Y | +45.8% | +67.7% | -21.9% | -6.3% |
| 10Y | +144.7% | +393.9% | -249.2% | -46.0% |
| All | +165.8% | +865.8% | -700.0% | -73.9% |
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