+136.0%
NVO vs VXUS
+151.1%
-15.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.8% |
| 7D | -7.6% | -1.4% | -6.1% | -6.7% |
| 30D | -6.0% | -0.5% | -5.5% | -5.7% |
| 3M | -0.8% | +2.6% | -3.3% | -2.8% |
| 6M | +16.5% | +10.9% | +5.6% | +7.9% |
| YTD | -11.1% | +16.1% | -27.3% | -20.1% |
| 1Y | -16.7% | +22.3% | -39.0% | -27.4% |
| 3Y | -52.9% | +72.0% | -124.9% | -66.8% |
| 5Y | -3.0% | +54.1% | -57.1% | -27.1% |
| All | +136.0% | +151.1% | -15.1% | +31.6% |
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