+12.9%
VXUS vs NOC
-1.3%
+14.2%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.7% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | -2.5% | +14.1% | -16.7% | -2.5% |
| 3M | -4.6% | -4.6% | 0.0% | -4.5% |
| 6M | -2.6% | +0.7% | -3.4% | -2.6% |
| YTD | +10.4% | -2.6% | +13.0% | +8.6% |
| 1Y | +12.9% | -1.0% | +13.8% | +10.9% |
| All | +12.9% | -1.3% | +14.2% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling