+366.1%
VRT vs ROST
+100.4%
+265.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.5% |
| 7D | -17.7% | +3.2% | -20.9% | -18.8% |
| 30D | -20.0% | +7.4% | -27.4% | -22.9% |
| 3M | -28.1% | -6.1% | -22.0% | -26.2% |
| 6M | -42.8% | +6.2% | -49.1% | -45.7% |
| YTD | +20.0% | +33.4% | -13.5% | -0.2% |
| 1Y | +3.5% | +48.8% | -45.3% | -19.6% |
| 3Y | +366.1% | +99.5% | +266.6% | +206.3% |
| All | +366.1% | +100.4% | +265.7% | +206.3% |
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 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