+110.5%
ROST vs VLTO
+26.2%
+84.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | 0.0% | -1.6% | +1.6% | +0.5% |
| 30D | -10.2% | -2.9% | -7.3% | -9.4% |
| 3M | +1.0% | +12.7% | -11.6% | -2.8% |
| 6M | +8.7% | +1.6% | +7.2% | +8.0% |
| YTD | +27.8% | -4.0% | +31.8% | +29.1% |
| 1Y | +52.7% | -10.2% | +62.8% | +57.6% |
| All | +110.5% | +26.2% | +84.3% | +99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling