+142.3%
VXUS vs ROP
+189.6%
-47.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.9% | +3.2% |
| 7D | +0.8% | -1.6% | +2.4% | +1.3% |
| 30D | -1.9% | +29.5% | -31.4% | -10.9% |
| 3M | -4.4% | +17.5% | -21.9% | -10.3% |
| 6M | -2.0% | +38.1% | -40.0% | -14.4% |
| YTD | +11.1% | +7.0% | +4.1% | +7.0% |
| 1Y | +15.1% | +6.5% | +8.5% | +10.9% |
| 3Y | +70.4% | -5.5% | +75.9% | +70.7% |
| 5Y | +47.2% | -0.4% | +47.6% | +41.9% |
| 10Y | +142.3% | +183.6% | -41.3% | +50.6% |
| All | +142.3% | +189.6% | -47.3% | +50.6% |
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