+611.0%
VRT vs ROST
+97.0%
+514.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.6% |
| 7D | +9.1% | +0.9% | +8.2% | +8.6% |
| 30D | +0.9% | -8.9% | +9.8% | +5.7% |
| 3M | -13.4% | -0.8% | -12.6% | -13.9% |
| 6M | +11.7% | +8.5% | +3.2% | +4.6% |
| YTD | +73.2% | +28.6% | +44.6% | +45.7% |
| 1Y | +123.4% | +52.3% | +71.1% | +67.6% |
| All | +611.0% | +97.0% | +514.0% | +320.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling