+456.3%
VRTX vs ROST
+299.2%
+157.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | -6.4% | -2.2% | -4.2% | -5.9% |
| 30D | -0.5% | -11.4% | +10.9% | +2.0% |
| 3M | +16.9% | -1.6% | +18.5% | +17.0% |
| 6M | +13.1% | +6.8% | +6.2% | +10.9% |
| YTD | +14.9% | +25.8% | -10.9% | +8.6% |
| 1Y | +31.4% | +52.4% | -21.0% | +18.9% |
| 3Y | +51.9% | +94.4% | -42.5% | +29.3% |
| 5Y | +177.1% | +108.2% | +68.8% | +127.1% |
| 10Y | +456.3% | +308.5% | +147.8% | +259.4% |
| All | +456.3% | +299.2% | +157.1% | +259.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling