+117.9%
ROST vs VLTO
+56.1%
+61.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.3% |
| 7D | +2.8% | +2.0% | +0.7% | +2.2% |
| 30D | +6.6% | +21.8% | -15.2% | +0.7% |
| 3M | -7.0% | +20.2% | -27.2% | -11.8% |
| 6M | +5.4% | +36.3% | -31.0% | -4.0% |
| YTD | +32.4% | +18.8% | +13.5% | +25.7% |
| 1Y | +48.4% | +20.4% | +28.0% | +40.1% |
| 3Y | +99.5% | +71.9% | +27.6% | +73.0% |
| All | +117.9% | +56.1% | +61.8% | +93.9% |
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