+2,723.0%
VRT vs ROST
+190.5%
+2,532.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.8% |
| 6M | +11.7% | +8.5% | +3.2% | +5.4% |
| YTD | +73.2% | +28.6% | +44.6% | +48.7% |
| 1Y | +123.4% | +52.3% | +71.1% | +73.8% |
| 3Y | +606.2% | +94.8% | +511.3% | +377.5% |
| 5Y | +899.9% | +110.8% | +789.1% | +529.8% |
| All | +2,723.0% | +190.5% | +2,532.6% | +1,301.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling