+3,644.5%
ROST vs VWO
+317.6%
+3,326.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.9% |
| 7D | -2.5% | -1.7% | -0.8% | -1.6% |
| 30D | -10.3% | -0.3% | -10.0% | -10.2% |
| 3M | -2.6% | +4.0% | -6.6% | -4.6% |
| 6M | +6.5% | +8.1% | -1.6% | +2.0% |
| YTD | +25.9% | +11.6% | +14.3% | +18.5% |
| 1Y | +52.3% | +16.2% | +36.1% | +40.4% |
| 3Y | +94.6% | +63.3% | +31.3% | +50.2% |
| 5Y | +111.1% | +33.4% | +77.8% | +80.0% |
| 10Y | +308.9% | +113.3% | +195.6% | +180.8% |
| All | +3,644.5% | +317.6% | +3,326.9% | +1,437.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling