+71,250.4%
ROST vs VFC
+1,363.4%
+69,887.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.6% | -3.5% |
| 7D | +0.3% | +1.6% | -1.4% | -0.4% |
| 30D | +0.5% | +25.5% | -25.0% | -7.3% |
| 3M | -5.2% | +41.3% | -46.5% | -16.3% |
| 6M | +9.8% | +22.2% | -12.4% | +0.5% |
| YTD | +29.4% | +16.4% | +13.0% | +19.0% |
| 1Y | +44.4% | +38.4% | +5.9% | +24.3% |
| 3Y | +95.0% | +56.2% | +38.8% | +32.9% |
| 5Y | +111.9% | -68.2% | +180.0% | +164.8% |
| 10Y | +301.2% | -48.4% | +349.6% | +291.5% |
| All | +71,250.4% | +1,363.4% | +69,887.0% | +17,406.4% |
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