+312.1%
ROST vs VSH
+196.4%
+115.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.1% | -3.8% | +0.6% |
| 7D | +0.2% | +4.8% | -4.5% | -1.1% |
| 30D | -6.9% | -0.7% | -6.2% | -7.0% |
| 3M | -3.3% | -43.1% | +39.7% | +10.0% |
| 6M | +9.0% | +91.8% | -82.7% | -19.5% |
| YTD | +28.9% | +131.6% | -102.8% | -11.9% |
| 1Y | +54.0% | +118.1% | -64.1% | +6.5% |
| 3Y | +100.7% | +40.9% | +59.8% | +54.0% |
| 5Y | +116.0% | +75.8% | +40.3% | +45.3% |
| All | +312.1% | +196.4% | +115.7% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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