+183.8%
VXUS vs NOC
+1,020.0%
-836.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.2% |
| 7D | +1.0% | -5.2% | +6.2% | +2.5% |
| 30D | +2.2% | -7.2% | +9.4% | +4.2% |
| 3M | +3.0% | -5.1% | +8.1% | +4.1% |
| 6M | +10.7% | -31.1% | +41.7% | +22.5% |
| YTD | +17.8% | -8.6% | +26.4% | +19.3% |
| 1Y | +27.6% | -9.7% | +37.3% | +29.4% |
| 3Y | +73.3% | +24.3% | +49.0% | +54.7% |
| 5Y | +54.3% | +52.6% | +1.7% | +22.0% |
| 10Y | +149.8% | +183.6% | -33.8% | +33.7% |
| All | +183.8% | +1,020.0% | -836.2% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling