+146.4%
VXUS vs ROP
+134.1%
+12.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.7% |
| 7D | +1.6% | -5.4% | +7.0% | +3.6% |
| 30D | +1.0% | -1.6% | +2.6% | +1.5% |
| 3M | +5.7% | +18.8% | -13.2% | -2.1% |
| 6M | +13.6% | +8.2% | +5.4% | +8.8% |
| YTD | +17.4% | -10.5% | +27.9% | +21.1% |
| 1Y | +25.1% | -23.7% | +48.8% | +38.0% |
| 3Y | +75.8% | -17.9% | +93.7% | +85.3% |
| 5Y | +55.4% | -15.3% | +70.7% | +59.2% |
| 10Y | +146.4% | +133.4% | +13.0% | +57.6% |
| All | +146.4% | +134.1% | +12.3% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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