+96.1%
ROST vs VCLT
+11.3%
+84.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | -2.5% | -1.3% | -1.2% | -1.9% |
| 30D | -10.3% | -1.1% | -9.2% | -9.8% |
| 3M | -2.6% | -3.7% | +1.1% | -0.9% |
| 6M | +6.5% | -4.0% | +10.5% | +8.6% |
| YTD | +25.9% | -3.4% | +29.3% | +28.0% |
| 1Y | +52.3% | -4.1% | +56.5% | +55.4% |
| All | +96.1% | +11.3% | +84.8% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling