+150.1%
VXUS vs NSC
+324.0%
-173.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | +0.3% | -2.0% | +2.3% | +1.0% |
| 30D | +0.7% | -3.2% | +3.9% | +1.8% |
| 3M | +4.8% | +3.9% | +0.8% | +3.0% |
| 6M | +11.3% | +7.8% | +3.5% | +7.7% |
| YTD | +16.5% | +13.4% | +3.1% | +10.5% |
| 1Y | +24.3% | +20.3% | +4.0% | +15.2% |
| 3Y | +74.5% | +76.1% | -1.6% | +36.3% |
| 5Y | +54.3% | +45.0% | +9.3% | +27.8% |
| 10Y | +150.1% | +335.7% | -185.6% | +37.1% |
| All | +150.1% | +324.0% | -173.9% | +37.1% |
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