+312.1%
ROST vs VCLT
+17.1%
+295.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.2% | -1.4% | +1.6% | +0.9% |
| 30D | -6.9% | -1.2% | -5.7% | -6.4% |
| 3M | -3.3% | -4.8% | +1.5% | -1.1% |
| 6M | +9.0% | -2.6% | +11.6% | +10.4% |
| YTD | +28.9% | -3.3% | +32.2% | +30.9% |
| 1Y | +54.0% | -4.8% | +58.8% | +57.5% |
| 3Y | +100.7% | +11.5% | +89.2% | +90.5% |
| 5Y | +116.0% | -17.0% | +133.0% | +129.5% |
| All | +312.1% | +17.1% | +295.0% | +314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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