+75.8%
VXUS vs NVTS
+45.8%
+30.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | +1.6% | +9.7% | -8.1% | +1.3% |
| 30D | +1.0% | -13.6% | +14.6% | +1.4% |
| 3M | +5.7% | -51.0% | +56.6% | +7.6% |
| 6M | +13.6% | +46.3% | -32.8% | +11.4% |
| YTD | +17.4% | +68.1% | -50.7% | +14.5% |
| 1Y | +25.1% | +113.9% | -88.8% | +20.8% |
| 3Y | +75.8% | +45.3% | +30.6% | +78.8% |
| All | +75.8% | +45.8% | +30.0% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling