+160.2%
VXUS vs ROP
+584.1%
-423.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.1% | +1.4% |
| 7D | -1.8% | +2.1% | -3.9% | -2.7% |
| 30D | -4.6% | +32.9% | -37.5% | -16.4% |
| 3M | -6.1% | +20.3% | -26.4% | -14.2% |
| 6M | -4.9% | +36.8% | -41.6% | -19.2% |
| YTD | +8.1% | +8.1% | -0.1% | +1.8% |
| 1Y | +12.1% | +8.3% | +3.8% | +5.4% |
| 3Y | +63.9% | -3.2% | +67.1% | +60.3% |
| 5Y | +43.1% | +1.7% | +41.4% | +34.2% |
| 10Y | +139.2% | +199.2% | -60.0% | +12.1% |
| All | +160.2% | +584.1% | -423.9% | -35.9% |
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 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