+3,464.3%
ROST vs VYM
+487.3%
+2,977.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | -2.2% | -1.0% | -1.3% | -1.3% |
| 30D | -11.4% | -2.0% | -9.4% | -9.6% |
| 3M | -1.6% | +3.1% | -4.7% | -4.5% |
| 6M | +6.8% | +8.9% | -2.1% | -1.5% |
| YTD | +25.8% | +14.7% | +11.1% | +10.2% |
| 1Y | +52.4% | +19.4% | +33.0% | +28.5% |
| 3Y | +94.4% | +65.4% | +29.0% | +18.8% |
| 5Y | +108.2% | +77.6% | +30.7% | +20.3% |
| 10Y | +308.5% | +207.8% | +100.7% | +47.4% |
| All | +3,464.3% | +487.3% | +2,977.0% | +685.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling