Place beet quarters on a 12-inch square piece of aluminum foil. Drizzle with 2 tablespoons oil; sprinkle with rosemary, 1/2 teaspoon salt, and 1/4 teaspoon pepper. Fold up sides, forming a bowl; place bowl in 1 end of a large roasting pan, and set aside.
Cut tops from carrots, leaving 2-inch stems. Scrape carrots, and set aside.
Cut an X in top of 4 unpeeled shallots; cut remaining 4 shallots in half lengthwise.
Toss together carrots, shallots, potato, turnip, remaining 6 tablespoons oil, remaining 1 1/2 teaspoons salt, and remaining 1/4 teaspoon pepper. Place on opposite end of roasting pan from beets.
Bake at 450° for 40 minutes or until vegetables are tender. Toss together beets and other vegetables.