+150.1%
VXUS vs NOC
+186.7%
-36.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +0.3% | -1.6% | +1.9% | +0.6% |
| 30D | +0.7% | -10.4% | +11.0% | +2.6% |
| 3M | +4.8% | -5.6% | +10.4% | +5.6% |
| 6M | +11.3% | -30.4% | +41.7% | +18.9% |
| YTD | +16.5% | -8.5% | +25.0% | +17.4% |
| 1Y | +24.3% | -8.3% | +32.6% | +25.1% |
| 3Y | +74.5% | +28.2% | +46.3% | +60.6% |
| 5Y | +54.3% | +56.7% | -2.4% | +30.3% |
| 10Y | +150.1% | +189.3% | -39.2% | +79.0% |
| All | +150.1% | +186.7% | -36.6% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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