+484.0%
V vs ROST
+300.7%
+183.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.1% |
| 7D | +0.9% | +0.3% | +0.7% | +0.8% |
| 30D | +9.0% | +0.5% | +8.5% | +8.7% |
| 3M | +16.7% | -5.2% | +22.0% | +18.7% |
| 6M | +33.4% | +9.8% | +23.6% | +27.8% |
| YTD | +22.4% | +29.4% | -7.0% | +9.5% |
| 1Y | +27.7% | +44.4% | -16.7% | +9.5% |
| 3Y | +78.0% | +95.0% | -17.0% | +33.2% |
| 5Y | +108.5% | +111.9% | -3.3% | +45.9% |
| All | +484.0% | +300.7% | +183.3% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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