+172.5%
VEA vs ROST
+3,667.6%
-3,495.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.9% | +0.2% | +1.6% | +1.8% |
| 30D | +0.8% | -10.0% | +10.8% | +4.2% |
| 3M | +5.7% | +1.2% | +4.5% | +4.8% |
| 6M | +13.3% | +8.9% | +4.4% | +9.3% |
| YTD | +18.4% | +28.1% | -9.7% | +8.0% |
| 1Y | +27.0% | +53.0% | -26.0% | +8.7% |
| 3Y | +79.3% | +97.9% | -18.6% | +38.3% |
| 5Y | +62.1% | +112.0% | -49.9% | +17.9% |
| 10Y | +160.3% | +303.0% | -142.7% | +37.2% |
| All | +172.5% | +3,667.6% | -3,495.1% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling