+135.1%
VGT vs ROST
+107.5%
+27.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -1.0% | -2.5% | +1.4% | -0.1% |
| 30D | -0.4% | -10.3% | +9.8% | +3.5% |
| 3M | +6.6% | -2.6% | +9.2% | +7.1% |
| 6M | +31.0% | +6.5% | +24.5% | +26.4% |
| YTD | +27.2% | +25.9% | +1.3% | +14.3% |
| 1Y | +34.5% | +52.3% | -17.9% | +11.3% |
| 3Y | +123.1% | +94.6% | +28.6% | +64.5% |
| 5Y | +135.1% | +111.1% | +24.0% | +58.0% |
| All | +135.1% | +107.5% | +27.6% | +58.0% |
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