+13.3%
VXUS vs ROP
+7.5%
+5.9%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +1.0% |
| 7D | -0.5% | -2.9% | +2.4% | -0.8% |
| 30D | -1.2% | +30.1% | -31.2% | +1.5% |
| 3M | -3.8% | +19.9% | -23.7% | -1.9% |
| 6M | -1.7% | +46.0% | -47.7% | +1.9% |
| YTD | +11.4% | +8.4% | +3.1% | +15.4% |
| 1Y | +13.3% | +8.8% | +4.5% | +17.1% |
| All | +13.3% | +7.5% | +5.9% | +17.1% |
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