+168.3%
VXUS vs NOC
+1,098.3%
-929.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.5% | +4.9% | -5.4% | -1.8% |
| 30D | -1.2% | +13.6% | -14.8% | -4.8% |
| 3M | -3.8% | -3.9% | 0.0% | -3.1% |
| 6M | -1.7% | +1.4% | -3.1% | -2.8% |
| YTD | +11.4% | -2.2% | +13.6% | +10.3% |
| 1Y | +13.3% | -1.2% | +14.5% | +11.8% |
| 3Y | +70.0% | +25.0% | +45.0% | +52.3% |
| 5Y | +48.1% | +66.0% | -17.9% | +14.2% |
| 10Y | +147.1% | +161.4% | -14.4% | +41.8% |
| All | +168.3% | +1,098.3% | -929.9% | -52.3% |
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