+56.0%
VXUS vs NVTS
-14.2%
+70.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +1.6% | +9.7% | -8.1% | +1.1% |
| 30D | +1.0% | -13.6% | +14.6% | +1.6% |
| 3M | +5.7% | -51.0% | +56.6% | +8.5% |
| 6M | +13.6% | +46.3% | -32.8% | +10.0% |
| YTD | +17.4% | +68.1% | -50.7% | +12.5% |
| 1Y | +25.1% | +113.9% | -88.8% | +17.6% |
| 3Y | +75.8% | +45.3% | +30.6% | +64.9% |
| All | +56.0% | -14.2% | +70.2% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling