+54.0%
ROST vs VMC
-14.0%
+68.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +2.1% |
| 7D | +0.2% | -3.8% | +4.0% | +1.0% |
| 30D | -6.9% | -9.7% | +2.8% | -4.9% |
| 3M | -3.3% | -9.6% | +6.3% | -1.8% |
| 6M | +9.0% | -4.8% | +13.9% | +9.8% |
| YTD | +28.9% | -10.9% | +39.7% | +28.6% |
| 1Y | +54.0% | -15.6% | +69.6% | +55.2% |
| All | +54.0% | -14.0% | +68.0% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling