+134.8%
VXUS vs ROL
+216.1%
-81.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | -1.8% | +9.5% | -11.3% | -3.8% |
| 30D | -4.6% | +22.9% | -27.5% | -9.2% |
| 3M | -6.1% | +3.5% | -9.6% | -7.1% |
| 6M | -4.9% | -29.4% | +24.5% | +2.8% |
| YTD | +8.1% | -36.1% | +44.1% | +19.4% |
| 1Y | +12.1% | -34.4% | +46.4% | +23.0% |
| 3Y | +63.9% | +4.0% | +59.9% | +56.8% |
| 5Y | +43.1% | +13.2% | +29.9% | +31.0% |
| All | +134.8% | +216.1% | -81.4% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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