+100.7%
ROST vs VTEB
+8.6%
+92.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.0% |
| 7D | +0.2% | -0.9% | +1.1% | +1.0% |
| 30D | -6.9% | -2.5% | -4.4% | -4.9% |
| 3M | -3.3% | -3.0% | -0.3% | -1.0% |
| 6M | +9.0% | -2.1% | +11.2% | +10.9% |
| YTD | +28.9% | -1.5% | +30.4% | +30.5% |
| 1Y | +54.0% | +0.2% | +53.8% | +54.0% |
| 3Y | +100.7% | +8.6% | +92.2% | +88.9% |
| All | +100.7% | +8.6% | +92.1% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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