+114.6%
ROST vs VTV
+80.6%
+34.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.6% |
| 7D | +0.2% | -1.1% | +1.3% | +1.4% |
| 30D | -6.9% | -1.0% | -5.8% | -5.8% |
| 3M | -3.3% | +4.6% | -8.0% | -8.0% |
| 6M | +9.0% | +13.5% | -4.5% | -5.0% |
| YTD | +28.9% | +18.5% | +10.4% | +7.1% |
| 1Y | +54.0% | +22.9% | +31.1% | +23.0% |
| 3Y | +100.7% | +67.8% | +32.9% | +9.8% |
| All | +114.6% | +80.6% | +34.0% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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