+301.5%
ROST vs VSAT
-16.2%
+317.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.6% |
| 7D | +0.3% | +5.9% | -5.6% | -0.7% |
| 30D | +0.5% | +9.7% | -9.2% | -1.7% |
| 3M | -5.2% | -18.3% | +13.1% | -3.6% |
| 6M | +9.8% | -4.1% | +13.9% | +6.9% |
| YTD | +29.4% | +96.5% | -67.1% | +10.2% |
| 1Y | +44.4% | +89.3% | -44.9% | +23.0% |
| 3Y | +95.0% | +270.1% | -175.1% | +28.5% |
| 5Y | +111.9% | +26.4% | +85.5% | +69.1% |
| All | +301.5% | -16.2% | +317.7% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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