+62.9%
VXUS vs ROIV
+270.3%
-207.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.0% | -0.3% |
| 7D | -1.8% | +5.3% | -7.1% | -2.1% |
| 30D | -4.6% | +11.9% | -16.4% | -5.4% |
| 3M | -6.1% | +10.7% | -16.8% | -7.0% |
| 6M | -4.9% | +34.9% | -39.8% | -7.3% |
| YTD | +8.1% | +79.2% | -71.1% | +3.1% |
| 1Y | +12.1% | +89.0% | -76.9% | +6.5% |
| 3Y | +63.9% | +337.3% | -273.5% | +47.0% |
| 5Y | +43.1% | +402.3% | -359.2% | +20.8% |
| All | +62.9% | +270.3% | -207.4% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling