Historical Prices Daily Returns

Date SPY VXUS S&P 500 VXUS Summary Statistics

6/24/2021 425.10 66.11 0.59% 0.90% SPY VXUS
6/23/2021 422.60 65.52 -0.12% -0.30% Mean 0.134% 0.120%
6/22/2021 423.11 65.72 0.53% -0.02% Standard Deviation 0.971% 0.954%
6/21/2021 420.86 65.73 1.43% 0.37% Covariance 0.007%
6/18/2021 414.92 65.49 -1.67% -1.59% Risk Free Rate 0.008%
6/17/2021 421.97 66.55 -0.03% -0.46%
6/16/2021 422.11 66.86 -0.56% -0.86%
6/15/2021 424.48 67.44 -0.18% -0.09%
6/14/2021 425.26 67.5 0.22% 0.12%
6/11/2021 424.31 67.42 0.17% 0.12%
6/10/2021 423.61 67.34 0.46% 0.45%
6/9/2021 421.65 67.04 -0.15% -0.34%
6/8/2021 422.28 67.27 0.02% -0.16%
6/7/2021 422.19 67.38 -0.10% 0.07%
6/4/2021 422.60 67.33 0.91% 0.96%
6/3/2021 418.77 66.69 -0.37% -0.76%
6/2/2021 420.33 67.2 0.16% 0.22%
6/1/2021 419.67 67.05 -0.09% 0.95%
5/28/2021 420.04 66.42 0.18% 0.23%
5/27/2021 419.29 66.27 0.05% 0.23%
5/26/2021 419.07 66.12 0.20% 0.23%
5/25/2021 418.24 65.97 -0.22% 0.27%
5/24/2021 419.17 65.79 1.02% 0.72%
5/21/2021 414.94 65.32 -0.08% -0.27%
5/20/2021 415.28 65.5 1.08% 1.08%
5/19/2021 410.86 64.8 -0.26% -0.70%
5/18/2021 411.94 65.26 -0.86% 0.60%
5/17/2021 415.52 64.87 -0.25% -0.15%
5/14/2021 416.58 64.97 1.54% 1.67%
5/13/2021 410.28 63.9 1.20% 0.53%
5/12/2021 405.41 63.56 -2.12% -1.96%
5/11/2021 414.21 64.83 -0.89% -1.08%
5/10/2021 417.94 65.54 -0.99% -0.82%
5/7/2021 422.12 66.08 0.73% 1.18%
5/6/2021 419.07 65.31 0.80% 0.77%
5/5/2021 415.75 64.81 0.03% 1.03%
5/4/2021 415.62 64.15 -0.62% -1.29%
5/3/2021 418.20 64.99 0.22% 0.85%
4/30/2021 417.30 64.44 -0.66% -1.41%
4/29/2021 420.06 65.36 0.64% -0.02%
4/28/2021 417.40 65.37 -0.03% 0.41%
4/27/2021 417.52 65.1 -0.02% -0.15%
4/26/2021 417.61 65.2 0.21% 0.12%
4/23/2021 416.74 65.12 1.08% 1.13%
4/22/2021 412.27 64.39 -0.91% -0.42%
4/21/2021 416.07 64.66 0.95% 0.95%
4/20/2021 412.17 64.05 -0.73% -1.39%
4/19/2021 415.21 64.95 -0.49% -0.31%
4/16/2021 417.26 65.15 0.33% 0.66%
4/15/2021 415.87 64.72 1.07% 0.68%
4/14/2021 411.45 64.28 -0.34% 0.27%
4/13/2021 412.86 64.11 0.30% 0.58%
4/12/2021 411.64 63.74 0.04% -0.59%
4/9/2021 411.49 64.12 0.73% -0.02%
4/8/2021 408.52 64.13 0.47% 0.63%
4/7/2021 406.59 63.73 0.12% -0.23%
4/6/2021 406.12 63.88 -0.06% -0.58%
4/5/2021 406.36 64.25 1.44% 1.10%
4/1/2021 400.61 63.55 1.08% 1.36%
3/31/2021 396.33 62.7 0.41% -0.03%
3/30/2021 394.73 62.72 -0.27% 0.03%
3/29/2021 395.78 62.7 -0.05% -0.56%
3/26/2021 395.98 63.05 1.61% 1.64%
3/25/2021 389.70 62.03 0.56% 0.65%
3/24/2021 387.52 61.63 -0.51% -1.08%
3/23/2021 389.50 62.3 -0.79% -1.52%
3/22/2021 392.59 63.26 0.80% -0.25%
3/19/2021 389.48 63.42 -0.51% 0.51%
3/18/2021 391.48 63.1 -1.45% -1.17%
3/17/2021 397.26 63.85 0.34% 0.41%
3/16/2021 395.91 63.59 -0.13% 0.24%
3/15/2021 396.41 63.44 0.60% 0.21%
3/12/2021 394.06 63.31 0.13% -0.31%
3/11/2021 393.53 63.51 1.01% 1.41%
3/10/2021 389.58 62.63 0.62% 0.27%
3/9/2021 387.17 62.46 1.43% 1.54%
3/8/2021 381.72 61.51 -0.50% -1.05%
3/5/2021 383.63 62.16 1.84% 0.75%
3/4/2021 376.70 61.7 -1.24% -1.28%
3/3/2021 381.42 62.5 -1.32% -0.48%
3/2/2021 386.54 62.8 -0.78% -0.40%
3/1/2021 389.58 63.05 2.42% 2.19%
2/26/2021 380.36 61.7 -0.52% -1.39%
2/25/2021 382.33 62.57 -2.41% -1.80%
2/24/2021 391.77 63.72 1.10% 0.03%
2/23/2021 387.50 63.7 0.12% 0.25%
2/22/2021 387.03 63.54 -0.77% -1.06%
2/19/2021 390.03 64.22 -0.18% 0.56%
 2/18/2021 390.72 63.86 -0.43% -0.84%
2/17/2021 392.39 64.4 0.02% -0.43%
2/16/2021 392.30 64.68 -0.09% 0.45%
2/12/2021 392.64 64.39 0.49% 0.48%
2/11/2021 390.71 64.08 0.16% 0.75%
2/10/2021 390.08 63.6 -0.04% -0.13%
2/9/2021 390.25 63.68 -0.07% 0.68%
2/8/2021 390.51 63.25 0.72% 0.62%
2/5/2021 387.71 62.86 0.39% 0.69%
2/4/2021 386.19 62.43 1.14% 0.10%
2/3/2021 381.85 62.37 0.08% 0.37%
2/2/2021 381.55 62.14 1.41% 1.21%
2/1/2021 376.23 61.4 1.66% 1.81%
1/29/2021 370.07 60.31 -2.00% -2.32%
1/28/2021 377.63 61.74 0.86% 0.70%
1/27/2021 374.41 61.31 -2.44% -2.33%
1/26/2021 383.79 62.77 -0.16% -0.19%
1/25/2021 384.39 62.89 0.39% 0.14%
1/22/2021 382.88 62.8 -0.35% -0.68%
1/21/2021 384.24 63.23 0.09% 0.13%
1/20/2021 383.89 63.15 1.38% 1.09%
1/19/2021 378.65 62.47 0.79% 1.00%
1/15/2021 375.70 61.85 -0.73% -1.53%
1/14/2021 378.46 62.81 -0.35% 0.88%
1/13/2021 379.79 62.26 0.27% -0.02%
1/12/2021 378.77 62.27 0.02% 0.52%
1/11/2021 378.69 61.95 -0.67% -1.32%
1/8/2021 381.26 62.78 0.57% 1.27%
1/7/2021 379.10 61.99 1.49% 0.42%
1/6/2021 373.55 61.73 0.60% 0.54%
1/5/2021 371.33 61.4 0.69% 1.45%
1/4/2021 368.79 60.52 -1.36% 0.60%
12/31/2020 373.88 60.16 0.51% -0.64%
12/30/2020 371.99 60.55 0.14% 0.55%
12/29/2020 371.46 60.22 -0.19% 0.84%
12/28/2020 372.17 59.72 0.86% 0.61%
12/24/2020 369.00 59.36 0.39% 0.05%
12/23/2020 367.57 59.33 0.09% 0.94%
12/22/2020 367.24 58.78 -0.17% -0.29%
12/21/2020 367.86 58.95 -0.36% -2.21%
12/18/2020 369.18 60.28 -0.82% -0.40%
12/17/2020 372.24 60.52 0.56% 0.70%
12/16/2020 370.17 60.1 0.16% 0.25%
12/15/2020 369.59 59.95 1.35% 1.08%
12/14/2020 364.66 59.31 -0.45% 0.02%
12/11/2020 366.30 59.3 -0.12% -0.49%
12/10/2020 366.73 59.59 -0.03% 0.44%
12/9/2020 366.85 59.33 -0.90% -0.12%
12/8/2020 370.17 59.4 0.29% 0.25%
12/7/2020 369.09 59.25 -0.21% -0.50%
12/4/2020 369.85 59.55 0.86% 0.92%
12/3/2020 366.69 59.01 -0.03% 0.46%
12/2/2020 366.79 58.74 0.21% 0.07%
12/1/2020 366.02 58.7 1.09% 2.26%
11/30/2020 362.06 57.4 -0.44% -2.18%
11/27/2020 363.67 58.68 0.28% 0.74%
11/25/2020 362.66 58.25 -0.15% -0.34%
11/24/2020 363.22 58.45 1.61% 1.48%
11/23/2020 357.46 57.6 0.60% 0.14%
11/20/2020 355.33 57.52 -0.68% 0.31%
11/19/2020 357.78 57.34 0.42% 0.58%
11/18/2020 356.28 57.01 -1.20% -0.47%
11/17/2020 360.62 57.28 -0.54% 0.00%
11/16/2020 362.57 57.28 1.25% 1.26%
11/13/2020 358.10 56.57 1.38% 1.40%
11/12/2020 353.21 55.79 -0.97% -1.34%
11/11/2020 356.67 56.55 0.74% 0.69%
11/10/2020 354.04 56.16 -0.15% 0.32%
11/9/2020 354.56 55.98 1.26% 2.10%
11/6/2020 350.16 54.83 -0.02% 0.31%
11/5/2020 350.24 54.66 1.95% 2.17%
11/4/2020 343.54 53.5 2.23% 1.56%
11/3/2020 336.03 52.68 1.77% 1.93%
11/2/2020 330.20 51.68 1.12% 1.39%
10/30/2020 326.54 50.97 -1.04% -0.82%
10/29/2020 329.98 51.39 1.02% 0.61%
10/28/2020 326.66 51.08 -3.42% -2.85%
10/27/2020 338.22 52.58 -0.34% -0.36%
10/26/2020 339.39 52.77 -1.85% -1.68%
10/23/2020 345.78 53.67 0.34% 0.56%
10/22/2020 344.61 53.37 0.55% 0.02%
10/21/2020 342.73 53.36 -0.19% -0.28%
10/20/2020 343.38 53.51 0.40% 0.75%
10/19/2020 342.01 53.11 -1.52% -0.45%
10/16/2020 347.29 53.35 -0.06% 0.41%
10/15/2020 347.50 53.13 -0.12% -1.04%
10/14/2020 347.93 53.69 -0.63% -0.33%
10/13/2020 350.13 53.87 -0.65% -0.86%
10/12/2020 352.43 54.34 1.61% 0.59%
10/9/2020 346.85 54.02 0.89% 0.69%
10/8/2020 343.78 53.65 0.89% 0.69%
10/7/2020 340.76 53.28 1.74% 1.00%
10/6/2020 334.93 52.75 -1.42% -0.72%
10/5/2020 339.76 53.13 1.77% 1.47%
10/2/2020 333.84 52.36 -0.95% -0.44%
10/1/2020 337.04 52.59 0.64% 0.81%
9/30/2020 334.89 52.17 0.76% 0.10%
9/29/2020 332.37 52.12 -0.54% -0.13%
9/28/2020 334.19 52.19 1.66% 1.36%
9/25/2020 328.73 51.49 1.62% 0.37%
9/24/2020 323.50 51.3 0.27% -0.18%
9/23/2020 322.64 51.39 -2.32% -1.21%
9/22/2020 330.30 52.02 1.02% -0.19%
9/21/2020 326.97 52.12 -1.11% -2.52%
9/18/2020 330.65 53.47 -1.55% -0.74%
9/17/2020 335.84 53.87 -0.88% -0.04%
9/16/2020 338.82 53.89 -0.40% -0.15%
9/15/2020 340.17 53.97 0.51% 0.69%
9/14/2020 338.46 53.6 1.32% 0.87%
9/11/2020 334.06 53.14 0.05% 0.93%
9/10/2020 333.89 52.65 -1.74% -1.24%
9/9/2020 339.79 53.31 1.97% 1.70%
9/8/2020 333.21 52.42 -2.73% -1.43%
9/4/2020 342.57 53.18 -0.82% 0.21%
9/3/2020 345.39 53.07 -3.44% -2.18%
9/2/2020 357.70 54.25 1.45% 0.84%
9/1/2020 352.60 53.8 0.94% 0.60%
8/31/2020 349.31 53.48 -0.36% -1.15%
8/28/2020 350.58 54.1 0.65% 0.91%
8/27/2020 348.33 53.61 0.22% -0.87%
8/26/2020 347.57 54.08 1.00% 0.52%
8/25/2020 344.12 53.8 0.35% 0.37%
8/24/2020 342.92 53.6 1.01% 1.15%
8/21/2020 339.48 52.99 0.35% -0.23%
8/20/2020 338.28 53.11 0.31% -0.26%
8/19/2020 337.23 53.25 -0.42% -0.62%
8/18/2020 338.64 53.58 0.22% -0.04%
8/17/2020 337.91 53.6 0.32% 0.94%
8/14/2020 336.84 53.1 0.00% -0.49%
8/13/2020 336.83 53.36 -0.18% -0.43%
8/12/2020 337.44 53.59 1.39% 1.82%
8/11/2020 332.80 52.63 -0.83% 0.23%
8/10/2020 335.57 52.51 0.30% 0.31%
8/7/2020 334.57 52.35 0.07% -0.89%
8/6/2020 334.33 52.82 0.67% 0.30%
 8/5/2020 332.11 52.66 0.62% 0.59%
8/4/2020 330.06 52.35 0.39% 0.77%
8/3/2020 328.79 51.95 0.70% 1.45%
7/31/2020 326.52 51.21 0.79% -1.48%
7/30/2020 323.96 51.98 -0.36% -1.25%
7/29/2020 325.12 52.64 1.23% 1.27%
7/28/2020 321.17 51.98 -0.63% -0.71%
7/27/2020 323.22 52.35 0.73% 1.43%
7/24/2020 320.88 51.61 -0.64% -0.37%
7/23/2020 322.96 51.8 -1.19% -0.77%
7/22/2020 326.86 52.2 0.57% 0.04%
7/21/2020 325.01 52.18 0.21% 0.56%
7/20/2020 324.32 51.89 0.81% 0.68%
7/17/2020 321.72 51.54 0.29% 0.57%
7/16/2020 320.79 51.25 -0.33% -0.89%
7/15/2020 321.85 51.71 0.92% 0.88%
7/14/2020 318.92 51.26 1.30% 1.12%
7/13/2020 314.84 50.69 -0.87% -0.65%
7/10/2020 317.59 51.02 1.02% 0.51%
7/9/2020 314.38 50.76 -0.57% -0.88%
7/8/2020 316.18 51.21 0.76% 1.29%
7/7/2020 313.78 50.56 -1.03% -1.38%
7/6/2020 317.05 51.27 1.54% 2.23%
7/2/2020 312.23 50.15 0.55% 1.48%
7/1/2020 310.52 49.42 0.70% 0.51%
6/30/2020 308.36 49.17 1.28% -0.18%
6/29/2020 304.46 49.26 1.47% 0.80%
6/26/2020 300.05 48.87 -2.38% -1.31%
6/25/2020 307.35 49.52
Portfolio Weights Portfolio Statistics Capital Allocation Line
SPY VXUS Return St Dev Sharpe Ratio Weight Return St Dev
Efficie
130% -30% 0.138% 1.05% 12.46% 0% 0.01% 0.00% 0.150%
120% -20% 0.137% 1.02% 12.66% 100% 0.13% 0.92%
0.140%
110% -10% 0.135% 0.99% 12.84% 200% 0.25% 1.85%
100% 0% 0.134% 0.97% 12.99%

Return
0.130%
90% 10% 0.133% 0.95% 13.10%
80% 20% 0.131% 0.94% 13.16% 0.120%
70% 30% 0.130% 0.92% 13.17%
0.110%
60% 40% 0.128% 0.92% 13.13%
50% 50% 0.127% 0.91% 13.03% 0.100%
40% 60% 0.125% 0.91% 12.87% 0.85% 0.90%
30% 70% 0.124% 0.92% 12.65%
20% 80% 0.123% 0.93% 12.38%
10% 90% 0.121% 0.94% 12.07%
0% 100% 0.120% 0.95% 11.72%
-10% 110% 0.118% 0.97% 11.34%
-20% 120% 0.117% 1.00% 10.93%
-30% 130% 0.115% 1.02% 10.52%
Optimal Portfolio: 0.130% 0.92% 13.17%
 Efficient Frontier & CAL
0.150%

0.140%
Return

0.130%

0.120%

0.110%

0.100%
0.85% 0.90% 0.95% 1.00% 1.05% 1.10%

Standard Deviation