+2,934.3%
ROST vs VT
+374.2%
+2,560.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | +0.4% | +0.5% | +0.6% |
| 30D | -8.9% | +1.0% | -9.9% | -9.6% |
| 3M | -0.8% | +2.4% | -3.2% | -2.9% |
| 6M | +8.5% | +12.0% | -3.5% | -1.4% |
| YTD | +28.6% | +15.3% | +13.2% | +14.1% |
| 1Y | +52.3% | +22.6% | +29.8% | +28.7% |
| 3Y | +94.8% | +74.7% | +20.2% | +23.3% |
| 5Y | +110.8% | +66.1% | +44.6% | +39.9% |
| 10Y | +304.5% | +225.0% | +79.5% | +71.1% |
| All | +2,934.3% | +374.2% | +2,560.1% | +893.5% |
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