+46.1%
VXUS vs ROP
+1.9%
+44.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | +2.1% | +0.7% | +1.4% | +2.0% |
| 30D | -1.1% | +28.8% | -29.9% | -6.9% |
| 3M | -5.6% | +21.1% | -26.7% | -9.9% |
| 6M | -2.3% | +52.5% | -54.8% | -13.2% |
| YTD | +10.4% | +8.9% | +1.5% | +9.4% |
| 1Y | +13.1% | +8.2% | +4.8% | +12.3% |
| 3Y | +68.0% | -5.2% | +73.2% | +73.4% |
| All | +46.1% | +1.9% | +44.2% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling