+311.1%
ROST vs VO
+197.6%
+113.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -0.8% |
| 7D | +0.9% | +2.9% | -2.1% | -2.1% |
| 30D | +5.1% | +1.0% | +4.1% | +4.1% |
| 3M | -4.3% | -1.7% | -2.5% | -2.6% |
| 6M | +9.4% | +6.7% | +2.7% | +2.1% |
| YTD | +32.5% | +14.0% | +18.5% | +15.4% |
| 1Y | +46.9% | +13.7% | +33.2% | +28.2% |
| 3Y | +98.1% | +65.8% | +32.3% | +14.6% |
| 5Y | +116.9% | +36.6% | +80.3% | +54.8% |
| All | +311.1% | +197.6% | +113.5% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling