+75.8%
VXUS vs NOC
+26.5%
+49.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | +1.6% | -2.7% | +4.3% | +1.7% |
| 30D | +1.0% | -8.9% | +9.9% | +1.3% |
| 3M | +5.7% | -3.7% | +9.3% | +5.7% |
| 6M | +13.6% | -30.8% | +44.4% | +15.3% |
| YTD | +17.4% | -7.9% | +25.3% | +17.4% |
| 1Y | +25.1% | -9.4% | +34.5% | +25.2% |
| 3Y | +75.8% | +29.0% | +46.9% | +73.4% |
| All | +75.8% | +26.5% | +49.3% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling