+46.1%
VXUS vs ROL
+15.7%
+30.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.4% |
| 7D | +2.1% | +3.0% | -0.9% | +1.7% |
| 30D | -1.1% | +19.8% | -20.9% | -3.8% |
| 3M | -5.6% | +7.9% | -13.5% | -6.7% |
| 6M | -2.3% | -25.6% | +23.4% | +2.8% |
| YTD | +10.4% | -34.1% | +44.5% | +18.4% |
| 1Y | +13.1% | -31.4% | +44.4% | +20.2% |
| 3Y | +68.0% | +4.7% | +63.3% | +62.0% |
| All | +46.1% | +15.7% | +30.5% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling