+111.9%
ROST vs VSH
+66.1%
+45.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +0.2% | +6.2% | -6.0% | -0.8% |
| 30D | -10.0% | -11.1% | +1.1% | -8.4% |
| 3M | +1.2% | -44.9% | +46.1% | +10.7% |
| 6M | +8.9% | +90.0% | -81.0% | -12.4% |
| YTD | +28.1% | +118.8% | -90.7% | -1.5% |
| 1Y | +53.0% | +109.0% | -56.0% | +18.2% |
| 3Y | +97.9% | +35.6% | +62.2% | +68.5% |
| All | +111.9% | +66.1% | +45.8% | +55.0% |
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