+54.3%
VXUS vs NVS
+89.9%
-35.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.3% | -15.4% | +15.7% | +4.8% |
| 30D | +0.7% | -12.3% | +13.0% | +3.9% |
| 3M | +4.8% | -7.8% | +12.6% | +6.0% |
| 6M | +11.3% | -13.0% | +24.3% | +14.8% |
| YTD | +16.5% | +2.8% | +13.8% | +13.7% |
| 1Y | +24.3% | +10.6% | +13.6% | +18.1% |
| 3Y | +74.5% | +55.1% | +19.4% | +45.6% |
| 5Y | +54.3% | +91.7% | -37.3% | +14.8% |
| All | +54.3% | +89.9% | -35.6% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling