+167.6%
VXUS vs ROL
+734.1%
-566.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.8% | +2.2% |
| 7D | +0.8% | +7.5% | -6.8% | -1.6% |
| 30D | -1.9% | +21.1% | -23.0% | -7.9% |
| 3M | -4.4% | +3.1% | -7.6% | -5.8% |
| 6M | -2.0% | -27.4% | +25.5% | +7.8% |
| YTD | +11.1% | -34.7% | +45.8% | +26.1% |
| 1Y | +15.1% | -32.9% | +48.0% | +29.2% |
| 3Y | +70.4% | +6.1% | +64.3% | +59.6% |
| 5Y | +47.2% | +16.3% | +30.8% | +29.5% |
| 10Y | +142.3% | +214.9% | -72.6% | +23.6% |
| All | +167.6% | +734.1% | -566.5% | -27.1% |
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