+311.1%
ROST vs VFC
-50.3%
+361.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.8% |
| 7D | +0.9% | -1.4% | +2.3% | +1.3% |
| 30D | +5.1% | +24.6% | -19.5% | -1.3% |
| 3M | -4.3% | +38.4% | -42.7% | -12.9% |
| 6M | +9.4% | +15.3% | -5.9% | +3.7% |
| YTD | +32.5% | +12.7% | +19.7% | +25.1% |
| 1Y | +46.9% | +32.7% | +14.2% | +31.8% |
| 3Y | +98.1% | +43.7% | +54.4% | +46.3% |
| 5Y | +116.9% | -69.2% | +186.1% | +221.4% |
| All | +311.1% | -50.3% | +361.4% | +373.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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