+22.3%
VXUS vs ROP
-23.7%
+46.0%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.4% | -4.6% | +3.2% | -1.8% |
| 30D | -0.5% | -1.7% | +1.2% | -0.6% |
| 3M | +2.6% | +17.1% | -14.5% | +3.7% |
| 6M | +10.9% | +10.9% | 0.0% | +11.9% |
| YTD | +16.1% | -12.1% | +28.2% | +17.0% |
| 1Y | +22.3% | -24.2% | +46.5% | +23.6% |
| All | +22.3% | -23.7% | +46.0% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling