+183.8%
VXUS vs ROP
+483.1%
-299.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +2.1% |
| 7D | +1.0% | -4.4% | +5.5% | +3.1% |
| 30D | +2.2% | +3.2% | -1.0% | +0.6% |
| 3M | +3.0% | +23.1% | -20.1% | -7.5% |
| 6M | +10.7% | +13.3% | -2.7% | +2.7% |
| YTD | +17.8% | -7.9% | +25.7% | +20.0% |
| 1Y | +27.6% | -22.1% | +49.6% | +40.8% |
| 3Y | +73.3% | -16.8% | +90.1% | +82.3% |
| 5Y | +54.3% | -13.5% | +67.9% | +56.4% |
| 10Y | +149.8% | +137.7% | +12.1% | +32.2% |
| All | +183.8% | +483.1% | -299.3% | -24.5% |
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 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