+306.9%
ROST vs VT
+215.5%
+91.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.0% |
| 7D | +1.2% | -2.3% | +3.5% | +3.8% |
| 30D | +2.5% | -5.0% | +7.4% | +8.0% |
| 3M | -9.0% | -4.9% | -4.1% | -4.2% |
| 6M | +1.3% | -1.5% | +2.9% | +2.2% |
| YTD | +29.1% | +8.5% | +20.6% | +16.9% |
| 1Y | +45.4% | +11.4% | +34.1% | +27.9% |
| 3Y | +94.9% | +70.1% | +24.8% | +5.3% |
| 5Y | +104.0% | +53.7% | +50.3% | +24.5% |
| All | +306.9% | +215.5% | +91.4% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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