+100.0%
VXUS vs NVT
+699.2%
-599.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.2% |
| 7D | +1.0% | +5.1% | -4.1% | -0.4% |
| 30D | +2.2% | -3.7% | +5.9% | +3.0% |
| 3M | +3.0% | -10.1% | +13.1% | +5.3% |
| 6M | +10.7% | +37.5% | -26.8% | -0.6% |
| YTD | +17.8% | +53.7% | -35.9% | +2.1% |
| 1Y | +27.6% | +70.9% | -43.3% | +6.4% |
| 3Y | +73.3% | +180.4% | -107.1% | +17.7% |
| 5Y | +54.3% | +393.5% | -339.1% | -15.6% |
| All | +100.0% | +699.2% | -599.2% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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