+96.0%
ROST vs VMC
+17.4%
+78.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.8% |
| 7D | -2.2% | -5.3% | +3.1% | -0.7% |
| 30D | -11.4% | -12.3% | +0.8% | -8.1% |
| 3M | -1.6% | -10.3% | +8.6% | +0.9% |
| 6M | +6.8% | -8.6% | +15.4% | +8.9% |
| YTD | +25.8% | -11.9% | +37.7% | +28.6% |
| 1Y | +52.4% | -13.9% | +66.3% | +56.7% |
| All | +96.0% | +17.4% | +78.5% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling