+147.3%
VXUS vs NTRS
+259.9%
-112.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -1.4% | +1.4% | -2.8% | -1.9% |
| 30D | -0.5% | -0.7% | +0.2% | -0.3% |
| 3M | +2.6% | +11.3% | -8.8% | -1.3% |
| 6M | +10.9% | +35.5% | -24.7% | -0.6% |
| YTD | +16.1% | +40.6% | -24.4% | +2.6% |
| 1Y | +22.3% | +49.2% | -26.9% | +5.5% |
| 3Y | +72.0% | +167.2% | -95.2% | +17.8% |
| 5Y | +54.1% | +94.9% | -40.8% | +15.4% |
| All | +147.3% | +259.9% | -112.7% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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