+165.8%
VXUS vs NI
+933.0%
-767.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +2.3% | +3.1% | -0.8% | +1.2% |
| 30D | -2.2% | +11.2% | -13.4% | -5.9% |
| 3M | -5.4% | +9.8% | -15.2% | -8.6% |
| 6M | -1.2% | -1.6% | +0.4% | -1.0% |
| YTD | +10.4% | +12.6% | -2.3% | +5.1% |
| 1Y | +11.8% | +7.8% | +4.1% | +8.2% |
| 3Y | +68.4% | +100.5% | -32.1% | +28.1% |
| 5Y | +45.9% | +114.4% | -68.6% | +6.3% |
| 10Y | +144.7% | +193.9% | -49.2% | +47.2% |
| All | +165.8% | +933.0% | -767.2% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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