+110.9%
ROST vs VLTO
+26.2%
+84.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +0.2% | -1.6% | +1.8% | +0.7% |
| 30D | -10.0% | -2.9% | -7.1% | -9.3% |
| 3M | +1.2% | +12.7% | -11.4% | -2.6% |
| 6M | +8.9% | +1.6% | +7.4% | +8.3% |
| YTD | +28.1% | -4.0% | +32.0% | +29.4% |
| 1Y | +53.0% | -10.2% | +63.1% | +57.9% |
| All | +110.9% | +26.2% | +84.7% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VLTO 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling