+46.7%
VXUS vs NVTS
-32.9%
+79.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | +0.5% | +9.6% | -9.1% | 0.0% |
| 30D | -2.5% | -13.0% | +10.4% | -2.1% |
| 3M | -4.6% | -28.8% | +24.1% | -3.5% |
| 6M | -2.6% | -48.5% | +45.8% | -0.9% |
| YTD | +10.4% | +31.4% | -21.0% | +6.7% |
| 1Y | +12.9% | -2.3% | +15.2% | +10.3% |
| 3Y | +68.4% | +49.8% | +18.5% | +55.3% |
| 5Y | +47.7% | -43.2% | +90.9% | +33.8% |
| All | +46.7% | -32.9% | +79.6% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling