-34.5%
RBLX vs VXUS
+64.0%
-98.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | -0.1% |
| 7D | +5.1% | -1.4% | +6.5% | +7.2% |
| 30D | +28.0% | -0.5% | +28.5% | +28.8% |
| 3M | +4.6% | +2.6% | +2.1% | +0.3% |
| 6M | -24.7% | +10.9% | -35.5% | -36.9% |
| YTD | -43.8% | +16.1% | -60.0% | -56.3% |
| 1Y | -65.8% | +22.3% | -88.1% | -75.5% |
| 3Y | +59.4% | +72.0% | -12.6% | -38.8% |
| 5Y | -48.2% | +54.1% | -102.4% | -74.8% |
| All | -34.5% | +64.0% | -98.5% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling