+114.6%
ROST vs ITOT
+74.3%
+40.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.6% |
| 7D | +0.2% | -0.9% | +1.1% | +1.0% |
| 30D | -6.9% | -1.5% | -5.4% | -5.7% |
| 3M | -3.3% | +3.6% | -6.9% | -6.5% |
| 6M | +9.0% | +13.7% | -4.6% | -3.3% |
| YTD | +28.9% | +12.9% | +15.9% | +14.9% |
| 1Y | +54.0% | +17.2% | +36.8% | +32.6% |
| 3Y | +100.7% | +75.6% | +25.1% | +14.4% |
| All | +114.6% | +74.3% | +40.3% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling