+4,685.7%
ROST vs VNQ
+387.0%
+4,298.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.2% |
| 7D | -2.2% | -0.9% | -1.4% | -1.8% |
| 30D | -11.4% | -2.2% | -9.2% | -10.4% |
| 3M | -1.6% | -1.9% | +0.3% | -0.7% |
| 6M | +6.8% | +3.2% | +3.6% | +4.9% |
| YTD | +25.8% | +9.4% | +16.4% | +19.9% |
| 1Y | +52.4% | +7.5% | +44.9% | +46.6% |
| 3Y | +94.4% | +31.1% | +63.3% | +67.4% |
| 5Y | +108.2% | +6.6% | +101.7% | +99.4% |
| 10Y | +308.5% | +63.9% | +244.6% | +221.5% |
| All | +4,685.7% | +387.0% | +4,298.7% | +1,837.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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