+1,855.0%
VRT vs ROST
+201.4%
+1,653.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.5% |
| 7D | -17.7% | +3.2% | -20.9% | -19.2% |
| 30D | -20.0% | +7.4% | -27.4% | -23.5% |
| 3M | -28.1% | -6.1% | -22.0% | -26.4% |
| 6M | -42.8% | +6.2% | -49.1% | -46.0% |
| YTD | +20.0% | +33.4% | -13.5% | +0.3% |
| 1Y | +3.5% | +48.8% | -45.3% | -18.8% |
| 3Y | +366.1% | +99.5% | +266.6% | +208.7% |
| 5Y | +632.2% | +112.7% | +519.5% | +355.6% |
| All | +1,855.0% | +201.4% | +1,653.5% | +845.3% |
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