+62.8%
ROST vs VG
-49.4%
+112.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.8% |
| 7D | +3.2% | -7.7% | +10.9% | +3.1% |
| 30D | +7.4% | -8.8% | +16.3% | +7.4% |
| 3M | -6.1% | -15.6% | +9.6% | -6.1% |
| 6M | +6.2% | +5.2% | +1.0% | +5.9% |
| YTD | +33.4% | +76.9% | -43.5% | +29.5% |
| 1Y | +48.8% | +42.5% | +6.3% | +45.6% |
| All | +62.8% | -49.4% | +112.2% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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