+59.3%
VXUS vs VSXY
+37.4%
+21.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.3% |
| 7D | +1.0% | -14.0% | +15.0% | +2.2% |
| 30D | +2.2% | -15.9% | +18.1% | +3.5% |
| 3M | +3.0% | +3.4% | -0.4% | +2.3% |
| 6M | +10.7% | +25.9% | -15.3% | +6.9% |
| YTD | +17.8% | +39.5% | -21.6% | +12.6% |
| 1Y | +27.6% | +194.4% | -166.8% | +13.5% |
| 3Y | +73.3% | +281.4% | -208.1% | +43.5% |
| 5Y | +54.3% | +12.8% | +41.6% | +40.2% |
| All | +59.3% | +37.4% | +21.9% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling