+312.1%
ROST vs VYM
+209.2%
+102.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.7% | +1.6% |
| 7D | +0.2% | -0.8% | +1.0% | +1.1% |
| 30D | -6.9% | -2.2% | -4.6% | -4.4% |
| 3M | -3.3% | +3.1% | -6.4% | -6.5% |
| 6M | +9.0% | +9.7% | -0.7% | -1.5% |
| YTD | +28.9% | +14.9% | +14.0% | +10.5% |
| 1Y | +54.0% | +17.6% | +36.4% | +28.7% |
| 3Y | +100.7% | +65.3% | +35.4% | +12.8% |
| 5Y | +116.0% | +78.7% | +37.3% | +12.1% |
| All | +312.1% | +209.2% | +102.9% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling