+3,658.7%
ROST vs VIG
+623.5%
+3,035.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | +0.1% |
| 7D | +0.9% | -0.4% | +1.4% | +1.4% |
| 30D | -8.9% | -1.0% | -7.9% | -7.9% |
| 3M | -0.8% | +2.8% | -3.6% | -3.7% |
| 6M | +8.5% | +8.2% | +0.3% | -0.2% |
| YTD | +28.6% | +11.0% | +17.6% | +15.0% |
| 1Y | +52.3% | +16.1% | +36.2% | +29.8% |
| 3Y | +94.8% | +56.2% | +38.7% | +20.1% |
| 5Y | +110.8% | +63.0% | +47.8% | +25.4% |
| 10Y | +304.5% | +241.4% | +63.1% | +16.6% |
| All | +3,658.7% | +623.5% | +3,035.2% | +411.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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