+146.3%
VXUS vs NSC
+302.7%
-156.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +2.3% | +1.6% | +0.7% | +1.7% |
| 30D | -2.2% | +4.2% | -6.4% | -3.7% |
| 3M | -5.4% | -0.2% | -5.2% | -5.5% |
| 6M | -1.2% | +7.6% | -8.8% | -4.3% |
| YTD | +10.4% | +17.4% | -7.0% | +3.3% |
| 1Y | +11.8% | +18.3% | -6.4% | +4.3% |
| 3Y | +68.4% | +79.8% | -11.4% | +30.6% |
| 5Y | +45.9% | +34.3% | +11.5% | +24.8% |
| All | +146.3% | +302.7% | -156.5% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling