+632.2%
VRT vs ROST
+111.4%
+520.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.6% |
| 7D | -17.7% | +3.2% | -20.9% | -19.4% |
| 30D | -20.0% | +7.4% | -27.4% | -23.9% |
| 3M | -28.1% | -6.1% | -22.0% | -26.1% |
| 6M | -42.8% | +6.2% | -49.1% | -46.4% |
| YTD | +20.0% | +33.4% | -13.5% | -3.0% |
| 1Y | +3.5% | +48.8% | -45.3% | -22.4% |
| 3Y | +366.1% | +99.5% | +266.6% | +182.1% |
| 5Y | +632.2% | +112.7% | +519.5% | +279.5% |
| All | +632.2% | +111.4% | +520.8% | +279.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling