+2,383.4%
ROST vs VCLT
+103.4%
+2,280.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | -8.9% | -0.9% | -8.0% | -8.7% |
| 3M | -0.8% | -3.2% | +2.4% | 0.0% |
| 6M | +8.5% | -3.8% | +12.3% | +9.5% |
| YTD | +28.6% | -2.0% | +30.6% | +29.2% |
| 1Y | +52.3% | -0.8% | +53.1% | +52.7% |
| 3Y | +94.8% | +12.3% | +82.6% | +90.0% |
| 5Y | +110.8% | -15.4% | +126.2% | +111.0% |
| 10Y | +304.5% | +15.7% | +288.8% | +313.1% |
| All | +2,383.4% | +103.4% | +2,280.0% | +3,125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling