+146.3%
VXUS vs ROP
+183.9%
-37.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +2.3% | -2.7% | +5.0% | +3.2% |
| 30D | -2.2% | +29.7% | -31.9% | -11.3% |
| 3M | -5.4% | +21.2% | -26.6% | -12.3% |
| 6M | -1.2% | +48.3% | -49.5% | -16.1% |
| YTD | +10.4% | +8.4% | +2.0% | +5.8% |
| 1Y | +11.8% | +6.0% | +5.8% | +8.2% |
| 3Y | +68.4% | -5.6% | +74.0% | +69.0% |
| 5Y | +45.9% | +1.3% | +44.6% | +39.8% |
| All | +146.3% | +183.9% | -37.7% | +50.9% |
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