+54.3%
VXUS vs VSXY
+19.3%
+35.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.5% |
| 7D | +0.3% | -10.7% | +11.0% | +1.2% |
| 30D | +0.7% | -24.3% | +24.9% | +2.9% |
| 3M | +4.8% | +1.0% | +3.7% | +4.3% |
| 6M | +11.3% | +57.4% | -46.0% | +5.3% |
| YTD | +16.5% | +39.8% | -23.3% | +11.0% |
| 1Y | +24.3% | +196.5% | -172.2% | +9.7% |
| 3Y | +74.5% | +357.2% | -282.8% | +38.6% |
| 5Y | +54.3% | +18.9% | +35.4% | +45.3% |
| All | +54.3% | +19.3% | +35.0% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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