+111.1%
ROST vs VTR
+90.0%
+21.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -2.5% | -1.8% | -0.7% | -2.0% |
| 30D | -10.3% | +4.0% | -14.3% | -11.2% |
| 3M | -2.6% | +7.8% | -10.4% | -4.9% |
| 6M | +6.5% | +6.4% | +0.2% | +4.2% |
| YTD | +25.9% | +18.3% | +7.6% | +19.4% |
| 1Y | +52.3% | +33.9% | +18.4% | +39.0% |
| 3Y | +94.6% | +134.3% | -39.8% | +43.5% |
| 5Y | +111.1% | +90.3% | +20.8% | +60.9% |
| All | +111.1% | +90.0% | +21.1% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling