+130.6%
NOK vs VXUS
+151.9%
-21.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.9% |
| 7D | +9.3% | +0.3% | +9.1% | +9.0% |
| 30D | +17.9% | +0.7% | +17.2% | +17.1% |
| 3M | -22.3% | +4.8% | -27.1% | -25.4% |
| 6M | +36.4% | +11.3% | +25.0% | +23.4% |
| YTD | +66.3% | +16.5% | +49.8% | +42.9% |
| 1Y | +134.4% | +24.3% | +110.2% | +88.1% |
| 3Y | +186.6% | +74.5% | +112.1% | +59.5% |
| 5Y | +102.7% | +54.3% | +48.3% | +29.2% |
| All | +130.6% | +151.9% | -21.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling