+67.5%
VXUS vs ROIV
+287.3%
-219.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.6% | -1.8% | +2.5% |
| 7D | +0.8% | +13.3% | -12.6% | -0.2% |
| 30D | -1.9% | +14.8% | -16.6% | -2.9% |
| 3M | -4.4% | +11.9% | -16.3% | -5.4% |
| 6M | -2.0% | +42.4% | -44.4% | -4.8% |
| YTD | +11.1% | +87.4% | -76.3% | +5.7% |
| 1Y | +15.1% | +97.2% | -82.2% | +9.0% |
| 3Y | +70.4% | +375.7% | -305.3% | +52.1% |
| 5Y | +47.2% | +379.0% | -331.9% | +23.9% |
| All | +67.5% | +287.3% | -219.8% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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