+59.4%
VEA vs ROST
+107.5%
-48.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -2.1% | -2.5% | +0.4% | -1.5% |
| 30D | -1.1% | -10.3% | +9.2% | +1.6% |
| 3M | +5.1% | -2.6% | +7.7% | +5.5% |
| 6M | +9.8% | +6.5% | +3.2% | +7.4% |
| YTD | +15.9% | +25.9% | -10.0% | +8.6% |
| 1Y | +24.6% | +52.3% | -27.8% | +10.9% |
| 3Y | +75.5% | +94.6% | -19.0% | +44.7% |
| 5Y | +59.4% | +111.1% | -51.7% | +24.4% |
| All | +59.4% | +107.5% | -48.2% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling