+70,808.4%
ROST vs VMC
+3,246.6%
+67,561.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +0.9% | -4.3% | +5.3% | +2.5% |
| 30D | -8.9% | -8.2% | -0.6% | -6.1% |
| 3M | -0.8% | -7.0% | +6.2% | +1.3% |
| 6M | +8.5% | -10.8% | +19.2% | +12.2% |
| YTD | +28.6% | -7.4% | +36.0% | +30.6% |
| 1Y | +52.3% | -9.5% | +61.8% | +55.8% |
| 3Y | +94.8% | +20.5% | +74.4% | +76.8% |
| 5Y | +110.8% | +51.6% | +59.2% | +75.1% |
| 10Y | +304.5% | +150.0% | +154.5% | +172.1% |
| All | +70,808.4% | +3,246.6% | +67,561.8% | +18,453.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling