+144.8%
VXUS vs NVS
+180.2%
-35.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.9% | -15.7% | +13.8% | +4.6% |
| 30D | -0.7% | -11.1% | +10.3% | +3.2% |
| 3M | +4.9% | -7.2% | +12.1% | +6.7% |
| 6M | +9.7% | -12.3% | +22.0% | +14.2% |
| YTD | +15.0% | +2.8% | +12.3% | +11.4% |
| 1Y | +22.4% | +11.9% | +10.5% | +13.7% |
| 3Y | +72.2% | +55.1% | +17.2% | +34.7% |
| 5Y | +52.6% | +94.1% | -41.4% | +4.3% |
| All | +144.8% | +180.2% | -35.3% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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