+183.8%
VXUS vs NSC
+654.3%
-470.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +1.0% | -5.5% | +6.5% | +3.2% |
| 30D | +2.2% | -3.2% | +5.4% | +3.4% |
| 3M | +3.0% | +7.7% | -4.7% | -0.3% |
| 6M | +10.7% | +4.5% | +6.1% | +8.0% |
| YTD | +17.8% | +15.6% | +2.3% | +10.4% |
| 1Y | +27.6% | +19.8% | +7.7% | +17.8% |
| 3Y | +73.3% | +70.1% | +3.2% | +35.0% |
| 5Y | +54.3% | +46.1% | +8.2% | +25.7% |
| 10Y | +149.8% | +328.1% | -178.3% | +20.3% |
| All | +183.8% | +654.3% | -470.4% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling