+1,162.4%
VST vs ROST
+317.2%
+845.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.3% |
| 7D | -6.0% | +3.2% | -9.2% | -7.4% |
| 30D | -18.8% | +7.4% | -26.2% | -21.3% |
| 3M | -8.0% | -6.1% | -2.0% | -6.7% |
| 6M | -10.9% | +6.2% | -17.2% | -14.2% |
| YTD | -18.3% | +33.4% | -51.8% | -27.9% |
| 1Y | -29.9% | +48.8% | -78.7% | -40.8% |
| 3Y | +290.3% | +99.5% | +190.8% | +194.3% |
| 5Y | +635.3% | +112.7% | +522.6% | +424.5% |
| 10Y | +1,162.4% | +316.4% | +845.9% | +640.2% |
| All | +1,162.4% | +317.2% | +845.2% | +640.2% |
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