+113.1%
ROST vs VLTO
+56.4%
+56.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -3.0% | -2.5% |
| 7D | +0.3% | +1.0% | -0.7% | 0.0% |
| 30D | +0.5% | +17.5% | -17.0% | -4.1% |
| 3M | -5.2% | +21.4% | -26.6% | -10.4% |
| 6M | +9.8% | +38.1% | -28.3% | -0.4% |
| YTD | +29.4% | +19.0% | +10.4% | +22.9% |
| 1Y | +44.4% | +20.7% | +23.7% | +36.2% |
| 3Y | +95.0% | +64.3% | +30.7% | +70.9% |
| All | +113.1% | +56.4% | +56.7% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling