+61.7%
ROST vs VG
-44.1%
+105.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -1.7% |
| 7D | +0.9% | +15.1% | -14.2% | +0.9% |
| 30D | +5.1% | -4.2% | +9.3% | +5.1% |
| 3M | -4.3% | -3.1% | -1.2% | -4.3% |
| 6M | +9.4% | +0.3% | +9.1% | +9.3% |
| YTD | +32.5% | +95.5% | -63.0% | +28.6% |
| 1Y | +46.9% | +64.4% | -17.5% | +43.6% |
| All | +61.7% | -44.1% | +105.7% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling