+161.1%
VEA vs ROST
+317.9%
-156.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.3% | +0.4% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | -0.8% | -6.9% | +6.0% | +1.1% |
| 3M | +2.5% | -3.3% | +5.8% | +3.1% |
| 6M | +11.1% | +9.0% | +2.1% | +7.8% |
| YTD | +17.2% | +28.9% | -11.7% | +8.2% |
| 1Y | +24.5% | +54.0% | -29.5% | +9.1% |
| 3Y | +75.4% | +100.7% | -25.3% | +40.5% |
| 5Y | +61.1% | +116.0% | -54.9% | +22.9% |
| All | +161.1% | +317.9% | -156.8% | +67.4% |
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