+48.1%
VXUS vs ROIV
+421.8%
-373.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | -0.5% | +9.5% | -10.0% | -1.2% |
| 30D | -1.2% | +21.0% | -22.2% | -2.7% |
| 3M | -3.8% | +18.7% | -22.6% | -5.4% |
| 6M | -1.7% | +44.5% | -46.2% | -4.9% |
| YTD | +11.4% | +92.9% | -81.4% | +5.3% |
| 1Y | +13.3% | +100.2% | -86.9% | +6.7% |
| 3Y | +70.0% | +375.0% | -305.1% | +50.0% |
| 5Y | +48.1% | +435.2% | -387.1% | +20.9% |
| All | +48.1% | +421.8% | -373.7% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling