+177.0%
VXUS vs NTRS
+436.3%
-259.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.8% |
| 7D | -1.9% | +0.3% | -2.3% | -2.1% |
| 30D | -0.7% | +0.2% | -0.9% | -0.9% |
| 3M | +4.9% | +13.2% | -8.3% | -0.4% |
| 6M | +9.7% | +36.9% | -27.3% | -4.0% |
| YTD | +15.0% | +39.1% | -24.1% | -0.2% |
| 1Y | +22.4% | +50.4% | -28.0% | +2.6% |
| 3Y | +72.2% | +166.8% | -94.6% | +10.2% |
| 5Y | +52.6% | +92.9% | -40.3% | +8.6% |
| 10Y | +146.9% | +255.7% | -108.8% | +16.7% |
| All | +177.0% | +436.3% | -259.3% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling