+183.8%
VXUS vs ROK
+637.4%
-453.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | +1.0% | +0.7% | +0.3% | +0.7% |
| 30D | +2.2% | -3.3% | +5.5% | +3.4% |
| 3M | +3.0% | -5.9% | +8.8% | +4.9% |
| 6M | +10.7% | +13.9% | -3.2% | +4.7% |
| YTD | +17.8% | +12.6% | +5.3% | +11.5% |
| 1Y | +27.6% | +28.6% | -1.0% | +14.6% |
| 3Y | +73.3% | +45.1% | +28.2% | +42.9% |
| 5Y | +54.3% | +45.6% | +8.8% | +23.3% |
| 10Y | +149.8% | +345.0% | -195.2% | +13.4% |
| All | +183.8% | +637.4% | -453.6% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling