+4,036.0%
ROST vs VO
+827.2%
+3,208.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | +0.9% | -0.3% | +1.2% | +1.2% |
| 30D | -8.9% | -0.3% | -8.6% | -8.7% |
| 3M | -0.8% | +2.9% | -3.8% | -3.4% |
| 6M | +8.5% | +9.3% | -0.9% | +0.2% |
| YTD | +28.6% | +14.2% | +14.4% | +14.3% |
| 1Y | +52.3% | +15.3% | +37.1% | +34.4% |
| 3Y | +94.8% | +56.2% | +38.6% | +30.9% |
| 5Y | +110.8% | +42.4% | +68.3% | +54.1% |
| 10Y | +304.5% | +194.7% | +109.8% | +66.9% |
| All | +4,036.0% | +827.2% | +3,208.8% | +526.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling