+167.6%
VXUS vs ROST
+1,550.7%
-1,383.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.3% | +2.1% |
| 7D | +0.8% | +2.8% | -2.0% | 0.0% |
| 30D | -1.9% | +6.6% | -8.4% | -3.7% |
| 3M | -4.4% | -7.0% | +2.6% | -2.7% |
| 6M | -2.0% | +5.4% | -7.3% | -4.1% |
| YTD | +11.1% | +32.4% | -21.2% | +1.8% |
| 1Y | +15.1% | +48.4% | -33.3% | +2.0% |
| 3Y | +70.4% | +99.5% | -29.0% | +37.0% |
| 5Y | +47.2% | +109.9% | -62.7% | +13.4% |
| 10Y | +142.3% | +315.5% | -173.3% | +45.2% |
| All | +167.6% | +1,550.7% | -1,383.0% | -13.2% |
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