+914.3%
ROP vs VEU
+174.3%
+740.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.7% |
| 7D | -2.7% | +2.4% | -5.0% | -4.6% |
| 30D | +29.7% | -2.0% | +31.7% | +31.4% |
| 3M | +21.2% | -5.1% | +26.3% | +25.7% |
| 6M | +48.3% | -0.7% | +49.0% | +46.4% |
| YTD | +8.4% | +11.0% | -2.6% | -3.7% |
| 1Y | +6.0% | +12.4% | -6.4% | -6.9% |
| 3Y | -5.6% | +69.8% | -75.4% | -42.1% |
| 5Y | +1.3% | +48.2% | -46.9% | -31.1% |
| 10Y | +184.1% | +148.1% | +36.0% | +23.1% |
| All | +914.3% | +174.3% | +740.0% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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