+112.5%
ROST vs VLTO
+54.8%
+57.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | +1.2% | +5.4% | -4.2% | -0.2% |
| 30D | +2.5% | +22.3% | -19.8% | -3.3% |
| 3M | -9.0% | +19.6% | -28.6% | -13.6% |
| 6M | +1.3% | +35.2% | -33.8% | -7.5% |
| YTD | +29.1% | +17.9% | +11.2% | +22.9% |
| 1Y | +45.4% | +19.5% | +25.9% | +37.6% |
| 3Y | +94.9% | +73.9% | +20.9% | +68.6% |
| All | +112.5% | +54.8% | +57.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling