+312.1%
ROST vs VIAV
+419.4%
-107.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +1.5% |
| 7D | +0.2% | +11.2% | -10.9% | -2.3% |
| 30D | -6.9% | -10.1% | +3.2% | -5.3% |
| 3M | -3.3% | -22.9% | +19.6% | +0.3% |
| 6M | +9.0% | +28.8% | -19.7% | -3.8% |
| YTD | +28.9% | +117.5% | -88.6% | -4.8% |
| 1Y | +54.0% | +216.1% | -162.1% | -0.4% |
| 3Y | +100.7% | +292.2% | -191.5% | +14.6% |
| 5Y | +116.0% | +141.0% | -25.0% | +46.0% |
| All | +312.1% | +419.4% | -107.3% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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