+114.6%
ROST vs VWO
+34.0%
+80.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.9% |
| 7D | +0.2% | -1.8% | +2.0% | +1.3% |
| 30D | -6.9% | -0.1% | -6.8% | -6.9% |
| 3M | -3.3% | +2.2% | -5.6% | -4.8% |
| 6M | +9.0% | +8.8% | +0.3% | +2.9% |
| YTD | +28.9% | +12.4% | +16.5% | +18.8% |
| 1Y | +54.0% | +15.6% | +38.4% | +39.3% |
| 3Y | +100.7% | +62.5% | +38.2% | +41.5% |
| All | +114.6% | +34.0% | +80.6% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling