+183.8%
VXUS vs ROL
+672.1%
-488.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.0% | -1.4% | +2.4% | +1.5% |
| 30D | +2.2% | -4.1% | +6.3% | +3.5% |
| 3M | +3.0% | -22.5% | +25.5% | +11.3% |
| 6M | +10.7% | -37.7% | +48.3% | +28.4% |
| YTD | +17.8% | -39.6% | +57.4% | +37.6% |
| 1Y | +27.6% | -36.0% | +63.6% | +45.5% |
| 3Y | +73.3% | -5.1% | +78.4% | +68.6% |
| 5Y | +54.3% | -3.4% | +57.7% | +45.3% |
| 10Y | +149.8% | +215.2% | -65.4% | +25.8% |
| All | +183.8% | +672.1% | -488.3% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling