+183.8%
VXUS vs ROST
+1,503.6%
-1,319.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.0% | +0.9% | +0.1% | +0.8% |
| 30D | +2.2% | -8.9% | +11.1% | +4.8% |
| 3M | +3.0% | -0.8% | +3.8% | +2.9% |
| 6M | +10.7% | +8.5% | +2.2% | +7.5% |
| YTD | +17.8% | +28.6% | -10.7% | +9.0% |
| 1Y | +27.6% | +52.3% | -24.8% | +12.2% |
| 3Y | +73.3% | +94.8% | -21.5% | +40.3% |
| 5Y | +54.3% | +110.8% | -56.4% | +18.7% |
| 10Y | +149.8% | +304.5% | -154.7% | +51.1% |
| All | +183.8% | +1,503.6% | -1,319.8% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling