+147.1%
VXUS vs ROST
+321.2%
-174.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.7% |
| 7D | -0.5% | -1.8% | +1.3% | 0.0% |
| 30D | -1.2% | +6.8% | -8.0% | -3.0% |
| 3M | -3.8% | -4.0% | +0.2% | -3.0% |
| 6M | -1.7% | +12.9% | -14.6% | -5.5% |
| YTD | +11.4% | +34.7% | -23.3% | +1.8% |
| 1Y | +13.3% | +49.5% | -36.2% | +0.5% |
| 3Y | +70.0% | +101.5% | -31.5% | +36.9% |
| 5Y | +48.1% | +120.7% | -72.6% | +13.2% |
| 10Y | +147.1% | +317.8% | -170.8% | +62.7% |
| All | +147.1% | +321.2% | -174.2% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling