+3,000.0%
ROST vs VT
+345.0%
+2,655.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -1.0% |
| 7D | +1.3% | -4.2% | +5.4% | +4.8% |
| 30D | +4.9% | -5.8% | +10.7% | +10.0% |
| 3M | -6.9% | -5.2% | -1.7% | -2.9% |
| 6M | +3.8% | +0.1% | +3.7% | +3.3% |
| YTD | +31.4% | +8.2% | +23.1% | +22.6% |
| 1Y | +46.2% | +10.1% | +36.1% | +34.5% |
| 3Y | +99.8% | +69.7% | +30.1% | +29.3% |
| 5Y | +107.6% | +53.4% | +54.3% | +46.7% |
| 10Y | +322.2% | +219.2% | +103.0% | +82.5% |
| All | +3,000.0% | +345.0% | +2,655.0% | +967.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling