+1,024.4%
VRT vs ROST
+110.7%
+913.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +4.0% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +6.8% | -10.2% | +16.9% | +13.5% |
| 3M | -3.2% | +1.0% | -4.2% | -5.0% |
| 6M | +20.3% | +8.7% | +11.6% | +12.1% |
| YTD | +79.6% | +27.8% | +51.8% | +50.3% |
| 1Y | +139.0% | +52.7% | +86.3% | +77.0% |
| 3Y | +644.6% | +97.5% | +547.1% | +358.1% |
| 5Y | +1,024.4% | +111.6% | +912.8% | +495.5% |
| All | +1,024.4% | +110.7% | +913.7% | +495.5% |
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