+52.8%
VXUS vs NVTS
-20.2%
+73.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.1% |
| 7D | -1.9% | +0.5% | -2.4% | -2.0% |
| 30D | -0.7% | -18.0% | +17.3% | +0.1% |
| 3M | +4.9% | -45.6% | +50.5% | +7.3% |
| 6M | +9.7% | +28.5% | -18.8% | +6.8% |
| YTD | +15.0% | +56.2% | -41.2% | +10.6% |
| 1Y | +22.4% | +97.7% | -75.2% | +15.6% |
| 3Y | +72.2% | +35.0% | +37.3% | +62.0% |
| All | +52.8% | -20.2% | +73.1% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NVTS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling