+55.4%
VXUS vs ROK
+46.6%
+8.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +1.6% | +2.8% | -1.2% | +0.8% |
| 30D | +1.0% | -2.4% | +3.4% | +1.6% |
| 3M | +5.7% | -4.7% | +10.4% | +6.8% |
| 6M | +13.6% | +16.8% | -3.2% | +8.4% |
| YTD | +17.4% | +11.4% | +6.0% | +13.2% |
| 1Y | +25.1% | +26.2% | -1.1% | +16.5% |
| 3Y | +75.8% | +51.9% | +24.0% | +51.3% |
| 5Y | +55.4% | +46.4% | +9.0% | +30.0% |
| All | +55.4% | +46.6% | +8.7% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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