+454.5%
V vs ROST
+317.2%
+137.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +0.6% | +3.2% | -2.6% | -0.5% |
| 30D | +9.7% | +7.4% | +2.3% | +6.9% |
| 3M | +17.3% | -6.1% | +23.3% | +19.7% |
| 6M | +33.2% | +6.2% | +27.0% | +29.1% |
| YTD | +21.3% | +33.4% | -12.1% | +7.4% |
| 1Y | +27.3% | +48.8% | -21.5% | +8.0% |
| 3Y | +76.1% | +99.5% | -23.5% | +30.7% |
| 5Y | +103.5% | +112.7% | -9.2% | +42.4% |
| 10Y | +454.5% | +316.4% | +138.0% | +213.4% |
| All | +454.5% | +317.2% | +137.3% | +213.4% |
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