+301.5%
ROST vs VCLT
+21.5%
+280.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +0.3% | -2.3% | +2.5% | +1.4% |
| 30D | +0.5% | +0.8% | -0.3% | +0.2% |
| 3M | -5.2% | -2.7% | -2.6% | -4.0% |
| 6M | +9.8% | -4.3% | +14.1% | +12.1% |
| YTD | +29.4% | -4.3% | +33.7% | +32.1% |
| 1Y | +44.4% | -4.4% | +48.7% | +47.4% |
| 3Y | +95.0% | +13.8% | +81.2% | +83.5% |
| 5Y | +111.9% | -17.0% | +128.8% | +125.5% |
| All | +301.5% | +21.5% | +280.0% | +311.5% |
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