+2,263.1%
VGT vs ROST
+4,023.6%
-1,760.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | -0.3% | -10.0% | +9.7% | +3.4% |
| 3M | +3.4% | +1.2% | +2.1% | +2.4% |
| 6M | +35.0% | +8.9% | +26.0% | +29.5% |
| YTD | +28.8% | +28.1% | +0.7% | +16.1% |
| 1Y | +38.0% | +53.0% | -15.0% | +16.0% |
| 3Y | +125.8% | +97.9% | +27.9% | +70.6% |
| 5Y | +134.7% | +112.0% | +22.8% | +67.9% |
| 10Y | +792.6% | +303.0% | +489.6% | +372.5% |
| All | +2,263.1% | +4,023.6% | -1,760.6% | +362.7% |
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