+17,082.8%
ROST vs VTR
+1,492.6%
+15,590.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.2% | -2.4% | +2.6% | +0.8% |
| 30D | -10.0% | -3.7% | -6.2% | -9.2% |
| 3M | +1.2% | +13.5% | -12.3% | -2.2% |
| 6M | +8.9% | +7.2% | +1.8% | +6.6% |
| YTD | +28.1% | +17.6% | +10.5% | +22.3% |
| 1Y | +53.0% | +35.4% | +17.6% | +40.8% |
| 3Y | +97.9% | +132.8% | -35.0% | +57.0% |
| 5Y | +112.0% | +88.7% | +23.3% | +75.5% |
| 10Y | +303.0% | +87.6% | +215.3% | +211.2% |
| All | +17,082.8% | +1,492.6% | +15,590.1% | +8,334.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling