-34.9%
VST vs ROST
+54.7%
-89.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.1% | -19.9% | -13.4% |
| 7D | -15.7% | +7.8% | -23.5% | -15.4% |
| 30D | -17.0% | +8.6% | -25.5% | -16.8% |
| 3M | -15.9% | -1.9% | -13.9% | -14.7% |
| 6M | -25.0% | +9.1% | -34.1% | -25.8% |
| YTD | -25.1% | +37.2% | -62.3% | -27.5% |
| 1Y | -34.9% | +52.7% | -87.6% | -34.8% |
| All | -34.9% | +54.7% | -89.5% | -34.8% |
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 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