+112.0%
ROST vs VSH
+38.9%
+73.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.7% |
| 7D | +0.3% | +14.3% | -14.1% | -1.8% |
| 30D | +0.5% | -7.9% | +8.3% | +1.0% |
| 3M | -5.2% | -19.9% | +14.6% | -3.4% |
| 6M | +9.8% | -30.5% | +40.4% | +10.4% |
| YTD | +29.4% | +85.7% | -56.3% | +0.9% |
| 1Y | +44.4% | +98.9% | -54.6% | +10.4% |
| 3Y | +95.0% | +32.1% | +62.9% | +59.3% |
| All | +112.0% | +38.9% | +73.0% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling