+70,808.4%
ROST vs VSH
+1,674.8%
+69,133.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.9% | -1.4% |
| 7D | +0.9% | +4.1% | -3.1% | 0.0% |
| 30D | -8.9% | -4.2% | -4.7% | -8.4% |
| 3M | -0.8% | -50.0% | +49.1% | +11.8% |
| 6M | +8.5% | +80.2% | -71.7% | -9.2% |
| YTD | +28.6% | +121.1% | -92.5% | +2.2% |
| 1Y | +52.3% | +112.0% | -59.7% | +21.6% |
| 3Y | +94.8% | +22.5% | +72.3% | +68.9% |
| 5Y | +110.8% | +64.0% | +46.7% | +69.5% |
| 10Y | +304.5% | +170.4% | +134.2% | +187.0% |
| All | +70,808.4% | +1,674.8% | +69,133.5% | +20,583.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling