+100.7%
ROST vs VWO
+62.9%
+37.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | +0.2% | -1.8% | +2.0% | +1.0% |
| 30D | -6.9% | -0.1% | -6.8% | -6.9% |
| 3M | -3.3% | +2.2% | -5.6% | -4.4% |
| 6M | +9.0% | +8.8% | +0.3% | +4.2% |
| YTD | +28.9% | +12.4% | +16.5% | +21.0% |
| 1Y | +54.0% | +15.6% | +38.4% | +42.4% |
| 3Y | +100.7% | +62.5% | +38.2% | +51.6% |
| All | +100.7% | +62.9% | +37.8% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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