+96.1%
ROST vs VSXY
+339.2%
-243.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.4% |
| 7D | -2.5% | -0.3% | -2.1% | -2.5% |
| 30D | -10.3% | -22.1% | +11.8% | -8.2% |
| 3M | -2.6% | -1.1% | -1.4% | -2.8% |
| 6M | +6.5% | +53.8% | -47.3% | 0.0% |
| YTD | +25.9% | +35.5% | -9.6% | +19.2% |
| 1Y | +52.3% | +186.0% | -133.7% | +30.9% |
| All | +96.1% | +339.2% | -243.1% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling