+46.1%
VXUS vs VSXY
+106.2%
-60.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +2.1% | -1.7% | +3.9% | +2.3% |
| 30D | -1.1% | +20.1% | -21.2% | -2.7% |
| 3M | -5.6% | +16.6% | -22.2% | -7.1% |
| 6M | -2.3% | +134.9% | -137.2% | -10.7% |
| YTD | +10.4% | +96.0% | -85.6% | +2.0% |
| 1Y | +13.1% | +203.8% | -190.7% | 0.0% |
| 3Y | +68.0% | +465.3% | -397.3% | +32.5% |
| All | +46.1% | +106.2% | -60.0% | +29.4% |
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