+46.1%
VXUS vs NOC
+65.6%
-19.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | +2.1% | +4.8% | -2.7% | +1.9% |
| 30D | -1.1% | +11.0% | -12.2% | -1.7% |
| 3M | -5.6% | -3.8% | -1.8% | -5.5% |
| 6M | -2.3% | +0.6% | -2.9% | -2.4% |
| YTD | +10.4% | -2.3% | +12.6% | +10.2% |
| 1Y | +13.1% | +0.3% | +12.8% | +12.6% |
| 3Y | +68.0% | +24.6% | +43.4% | +64.3% |
| All | +46.1% | +65.6% | -19.5% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling