+800.0%
VGT vs ROST
+317.9%
+482.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.4% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -0.4% | -6.9% | +6.4% | +2.0% |
| 3M | +4.4% | -3.3% | +7.7% | +5.2% |
| 6M | +32.1% | +9.0% | +23.0% | +26.7% |
| YTD | +28.8% | +28.9% | -0.1% | +15.8% |
| 1Y | +35.3% | +54.0% | -18.6% | +13.4% |
| 3Y | +124.8% | +100.7% | +24.0% | +68.6% |
| 5Y | +137.9% | +116.0% | +21.9% | +68.4% |
| All | +800.0% | +317.9% | +482.1% | +426.8% |
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