+70,808.4%
ROST vs VFC
+845.1%
+69,963.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.2% |
| 7D | +0.9% | -1.6% | +2.5% | +1.5% |
| 30D | -8.9% | -11.6% | +2.7% | -4.9% |
| 3M | -0.8% | -18.1% | +17.3% | +5.0% |
| 6M | +8.5% | -27.4% | +35.8% | +18.9% |
| YTD | +28.6% | -24.8% | +53.4% | +38.2% |
| 1Y | +52.3% | -8.2% | +60.5% | +50.2% |
| 3Y | +94.8% | -29.1% | +124.0% | +75.2% |
| 5Y | +110.8% | -79.2% | +189.9% | +205.4% |
| 10Y | +304.5% | -68.1% | +372.6% | +369.4% |
| All | +70,808.4% | +845.1% | +69,963.3% | +20,241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling