+165.8%
VXUS vs SYY
+305.2%
-139.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.4% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | -1.1% | -4.8% | +3.7% | +0.1% |
| 3M | -5.6% | -7.1% | +1.4% | -3.8% |
| 6M | -2.3% | +6.8% | -9.1% | -4.9% |
| YTD | +10.4% | +7.7% | +2.7% | +6.1% |
| 1Y | +13.1% | +5.7% | +7.4% | +9.3% |
| 3Y | +68.0% | +24.6% | +43.4% | +51.9% |
| 5Y | +45.8% | +15.6% | +30.2% | +33.7% |
| 10Y | +144.7% | +87.9% | +56.8% | +71.0% |
| All | +165.8% | +305.2% | -139.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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