+2,545.5%
VRT vs ROST
+184.2%
+2,361.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.8% | -7.8% | -8.7% |
| 7D | +2.4% | -2.2% | +4.6% | +3.7% |
| 30D | -2.7% | -11.4% | +8.8% | +3.6% |
| 3M | -9.2% | -1.6% | -7.5% | -9.1% |
| 6M | -0.5% | +6.8% | -7.3% | -5.3% |
| YTD | +62.3% | +25.8% | +36.5% | +41.1% |
| 1Y | +109.6% | +52.4% | +57.2% | +63.1% |
| 3Y | +573.1% | +94.4% | +478.7% | +356.0% |
| 5Y | +953.6% | +108.2% | +845.4% | +568.9% |
| All | +2,545.5% | +184.2% | +2,361.3% | +1,230.1% |
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