-20.9%
VST vs ROST
+54.0%
-74.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +8.9% | +0.9% | +8.0% | +8.8% |
| 30D | +6.2% | -8.9% | +15.1% | +7.6% |
| 3M | -2.7% | -0.8% | -1.9% | -2.8% |
| 6M | -8.4% | +8.5% | -16.8% | -11.0% |
| YTD | -7.2% | +28.6% | -35.8% | -11.8% |
| 1Y | -20.9% | +52.3% | -73.2% | -27.4% |
| All | -20.9% | +54.0% | -74.9% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling