+165.8%
VXUS vs ROP
+581.1%
-415.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | -2.5% | +30.3% | -32.9% | -13.8% |
| 3M | -4.6% | +17.8% | -22.4% | -12.1% |
| 6M | -2.6% | +38.9% | -41.5% | -17.9% |
| YTD | +10.4% | +7.6% | +2.8% | +4.2% |
| 1Y | +12.9% | +6.5% | +6.4% | +7.0% |
| 3Y | +68.4% | -6.3% | +74.7% | +67.4% |
| 5Y | +47.7% | +0.9% | +46.7% | +38.9% |
| 10Y | +142.2% | +180.7% | -38.5% | +18.0% |
| All | +165.8% | +581.1% | -415.2% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling