+112.0%
ROST vs VFC
-78.3%
+190.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | +0.2% | +0.8% | -0.6% | +0.1% |
| 30D | -10.0% | -11.9% | +2.0% | -7.9% |
| 3M | +1.2% | -20.2% | +21.4% | +4.7% |
| 6M | +8.9% | -23.0% | +31.9% | +13.1% |
| YTD | +28.1% | -26.2% | +54.3% | +33.5% |
| 1Y | +53.0% | -13.3% | +66.3% | +54.0% |
| 3Y | +97.9% | -25.5% | +123.3% | +89.8% |
| 5Y | +112.0% | -78.1% | +190.1% | +248.9% |
| All | +112.0% | -78.3% | +190.3% | +248.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling