+111.1%
ROST vs VMC
+47.2%
+63.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.5% | -3.7% | +1.2% | -0.9% |
| 30D | -10.3% | -12.8% | +2.5% | -4.8% |
| 3M | -2.6% | -7.9% | +5.3% | +0.2% |
| 6M | +6.5% | -7.5% | +14.0% | +9.1% |
| YTD | +25.9% | -11.6% | +37.6% | +30.3% |
| 1Y | +52.3% | -14.3% | +66.6% | +59.6% |
| 3Y | +94.6% | +18.5% | +76.1% | +65.2% |
| 5Y | +111.1% | +46.8% | +64.3% | +53.3% |
| All | +111.1% | +47.2% | +63.9% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling