+312.1%
ROST vs VTR
+99.2%
+212.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -6.9% | +1.1% | -8.0% | -7.3% |
| 3M | -3.3% | +7.9% | -11.2% | -6.4% |
| 6M | +9.0% | +6.2% | +2.9% | +5.8% |
| YTD | +28.9% | +17.7% | +11.1% | +20.1% |
| 1Y | +54.0% | +32.9% | +21.1% | +36.6% |
| 3Y | +100.7% | +129.7% | -29.0% | +40.4% |
| 5Y | +116.0% | +89.3% | +26.7% | +59.9% |
| All | +312.1% | +99.2% | +212.9% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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